Colgan usually understands if you tell them you need to give 2 weeks notice...they ask for the same in return. At the airline I work for now I interviewed on a Wednesday and they asked me to start the next Monday..I told them I needed to give notice, they had no problem with it...they just put me in the "next class"...in aviation the "Next class" is always fluid. For me it worked out I actually got the plane I wanted because I waited.
Good luck!