Knight Capital Interview Questions
& Process

Started with a take-home test that had 4 programming problems, came with makefiles and test cases. It was untimed, but I had to report my time, which was about 4 hours. About a week later, I had a phone interview with more technical and behavioral questions. After the call, I was asked to implement a coding problem discussed and email it. A second, similar phone interview followed, again with a mix of technical and behavioral questions, plus another post-interview coding task. Then came a full-day on-site interview. I met 4-5 software developers one-on-one, plus another developer remotely via video conference. We also had a group lunch. All interviews, except lunch, were technical, featuring brain-teasers, math problems, and coding exercises using a notebook or whiteboard. Even the remote interview involved grilling on my resume. They made a competitive offer within a few weeks. The process was interesting, not too hard, and they really seemed to vet candidates. I liked everyone I met and the atmosphere felt relaxed yet productive and meritocratic.

I interviewed in their Jersey City office, which is the HQ. The interview had 2 stages. The first stage was to meet with the actual team, about 5 people, who asked questions about my operations experience and my past work. You should be able to talk about these things freely if you have experience because there were no trick questions. The second interview was a week later to meet with HR and 2 senior managers, including the head of electronic trading. It seemed a bit out of place to me, as I wouldn't expect senior people in such a big company to spend time interviewing every candidate. This made the interview drag on a bit and it was hard to keep the conversation on a professional level.

I had two phone interviews that covered Core Java stuff like multi-threading, Java definitions, and garbage collection. They went pretty well. Then I was called in for another phone interview where I met with 3 people. They asked me general background questions and also gave me questions with code examples. One of them really focused on thread/synchronized code, which was a bit tricky since I don't have a ton of experience there. The questions weren't super hard, though.

The interviewers were sharp and friendly, but the questions were tough. I didn't get all of them right, but I did receive an offer in the end. Some of the math and probability questions were really difficult, and there were also some basic algorithm questions. They didn't ask many derivative pricing questions, but there were quite a few about fundamental market intuition. Overall, the interviews were challenging but manageable.