This definitely needs to be stressed. I went through the same path as the OP: got my PhD in Theoretical Physics, then moved to quantitative finance. I definitely wasn't stunningly above average in my old filed, but now, modesty aside, I am significantly smarter than the people I do consulting work for. And still, quantitative finance attracts people who in general are above the average population. There is probably a bit of availability/selection bias going on here, so be careful to correct for it.

Now, to the OP. As for the original question, its quite possible that in the quant field you could already be hired without having specific financial kowledge. People have learned to know that former physicists are of high value, and are willing to invest some time teach you what you need to know. I honestly wouldn't suggest that you spend time into building some specific knowledge, as it may very well be unnecessary. If you have some spare time, you might want to learn some advanced statistics, even though simpling refreshing what you learned in college should be sufficient.

If you want some more specific advice, feel free to pm me. You say you aren't American, if you are Eurpean and would like to find a job here, I might be of some help.

This is qualitatively a good point, but quantitatively you should be careful. There are only ~7 people in the world who are 6 sigmas above the mean (using a normal distribution).

Also, humility is an academic social norm, esp. for jr. people (even v. smart). Probably a good one on net, imo.

Probably shouldn't say someone "probably" has an IQ between 145 and 160 unless you have pretty good evidence.