Comment by kwant_kiddo

yes I meant Lévy I don't really know what went through my head.

I also have to say that you don't need to have a strong intuition for differential equations even through they are very related. Stochastic calculus can be studied entirely in its own right.

And with respect to quantitative finance my experience is that while a candidate knowing about or having coursework in stochastic calculus is certainly relevant its not favourable.

This also depends on the exact job right, if you have to be pricing XVa products then you better have know Girsanov, Ito and what have you =)