I stumbled around trying to install MKL and figured out setting DYLD_LIBRARY_PATH on MAC OS X doesn’t work as one might expect anymore because because of system integrity protection (SIP) http://osxdaily.com/2015/10/05/disable-rootless-system-integrity-protection-mac-os-x/

I instead created links from the MKL libs to an existing allowed directory and that seems to work. For example:
ln -s /opt/intel/lib* /usr/local/lib
ln -s /opt/intel/mkl/lib/* /usr/local/lib

This is mentioned the docs (thanks!) but wanted to point out that it may be necessary if you don't want to relax the SIP settings and I thought clearer/stronger suggestion would alert people that this is an option. Thanks again.