Question: In what particular situation you will need a depth knowledge of math/physics in software engineering?

Answer: 
Depends a bit on your line of work. If your trying to implement some kind of gravitational model for a game engine, knowledge of physics will surely help. 

I think knowledge of math is required however, you will always encounter some problems that have to do with mathematics. For instance, I work as a web developer; for one client we had to make a tool/feature on his website that calculates distances between to places. But the programmer didn't know how to implement/use Pythagoras theorem...
Computer science cherry picks mathematics for its needs, at least where you aren't using computing for an area that is heavily mathematical, for example games programming.

This includes logic, graph theory, statistics, vectors and trigonometry, set theory. For *the average job* your daily task will involve logic and not much more. If you get an above average job then this may differ.