I don't think having a university degree qualifies one for mensa, if we're being technical. But from what I've read, Frank Lampard is very high up there, Dennis Bergkamp, Thiery Henry, Jamie Redknapp, David James, Robbie Fowler, Eric Cantona, Iain Dowie
For managers, Iain Dowie has an MSc in Engineering, Martin O'Neil a Lawyer and Arsene Wenger MSc in Economics and Slavin Bilic (Croatia manager) all have masters degrees.