Yea. I and many of my coworkers are similar to you. BS&MS in applied math. Did some of the little programming courses but not the full CS path (though I did last summer work through all of this just to catch up some background http://ocw.mit.edu/courses/electrical-engineering-and-comput...).

The reality is different industries have different standards. I'd probably never pass a SV interview because I'm not ever going to memorize many of the CS fundamentals. I work with EEs, Aeros, MEs that code (robotics types), math physics and chem PHds, etc. Sure there's a few CS guys here and there usually that double majored in phys or math.

On a given day, what's more important to our engineering problems is my understanding of advanced linear algebra topics, not a sorting alg (lot of work in CV recently for ex). We really don't bring anyone into an interview that hasnt studied the full gamut of math required in a math/phys/engineering degree. In such an environment, the interview questions are more about how you solved problems and never the memorization of some sorting alg. Oddly enough, when you weed out everyone that doesn't have a full math curriculum first, you don't seem to find many people that 'cant code'. Go figure.