A thank you letter is a requirement after an interview, especially if you're coming in as an analyst/associate (not for senior positions though).  It will work wonders in making you stand out amongst the other candidates (they'll remember you from the hundreds they probably interviewed or will interview).  Anyway, why am I giving a University's career-service adivice?  I made it this far on my own and I'm sure you'd do too with a little more reasoning and determination.  All da best!!