Hi everyone, I have an interview with an MBB in two days and I'm honestly feeling so anxious and hopeless about it that I want to turn it down. I've studied a non-business and non-quant undergrad, and although my quant skills and business knowledge are better than this info would suggest, they're still not great -- especially not the latter (business/economics knowledge).
I honestly don't know how the heck I got this interview -- what they've seen of me so far are my grades (college and high school exit grade), my cover letter and CV (high points include long involvement with a not-for-profit startup, whose operations I improved/basically built from the ground up -- but I did nothing really economic), and a cognitive test I did for them.
I'm just so worried that this interview will go so badly that I won't be able to stand it, and will end up crying, running out of the room, vomiting, etc. Obviously I've been 100% truthful about everything on my CV, and you can't fake cognitive test results -- but they must be expecting me to have studied way more business stuff than I have; they must just take for granted that anyone even applying for this position has way more knowledge than I do.
Rationally I know I should not turn down this interview, as
1) It would be rude; by (somehow??!!) getting this far I have deprived someone else of an interview slot.
2) I'm probably not as rubbish as I think I am, since I've gotten this far. Maybe there's something the selection process is seeing that I'm missing?
3) The worst-case scenario is I humiliate myself for 90 minutes (45 minutes if I run away between interviews 1 and 2!!) in front of some people I'll never see again -- why is this so scary? As against the best-case scenario, which is that I get cases I can figure out, my math is solid enough to get me through, I get a second-round interview offer, before the second round I work on the case types that I'm weaker on, I get through the final round, and end up working at an MBB.
3a) I've done other types of scary exams before, including in-person oral foreign language exams at the highest level(s), and managed to keep going without freaking out, even when I thought I was doing terribly.
3b) Maybe I am overestimating how bad things will go, even if I do something early in the interview that makes it clear to both me and the interviewer(s) that they won't be hiring me. Indeed, even if I do something egregiously and unusually terrible that is the most stupid thing they have ever seen, there's probably not any functional difference between that happening, and something happening that is just bad enough for them to be sure of rejection -- and the latter must happen all the time.
So logically, there's no possible reason to suddenly turn down, or not show up for, my interview.
But I am just so terrified of that worst-case scenario. What do they do to you if you're really screwing it up, and just don't know how to proceed at all -- especially given they'll be mad at me for wasting their time? Like what actually happens if you just can't proceed, they know for sure they're not hiring you -- and there's 30 minutes left in the interview time (and potentially another 45 minutes if this is occurring in the first interview)? Are you allowed to leave?