What should philosophers know about math and natural sciences?

This depends very much on the area of philosophy. If you're interested in philosophy of quantum mechanics, for instance, you need at least undergraduate level training in physics (and the mathematics that entails). If you're doing ethics or political philosophy, then maybe the need for that sort of knowledge is lessened (although knowledge of some basic logic and some economics would have vastly improved several talks I've had to sit through...). Philosophers of mind need a good understanding of neuroscience and possibly some psychology.

Now these are just examples of the maths/science that philosophers need in order to usefully contribute to an area. There is the broader question of what understanding could be recommended even if it's not a prerequisite for doing the philosophical work. A basic knowledge of mathematics and science is always a good thing. Having studied maths gives you a particular way of thinking through problems that Intro to Logic just doesn't. That extra facility with thinking logically is always useful.

Then there's the even broader question of what any right thinking person should know. And as a consequence what every philosopher should know. This includes, I think, some basic physics: an understanding of electricity; mechanics and kinematics; conservation of energy... Some basic maths: what a function is; how to calculate a percentage; how to read statistics that crop up in newspapers and adverts (the difference between a relative and an absolute increase...)