Knight Capital Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 5 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at Knight Capital.
Knight Capital
Quantitative Analyst
Entry Difficult Neutral experience No offer 4 rounds
Interview process
Take home Phone screen Phone screen Phone screen
Interview formats
Technical Coding Behavioral
I was first sent a math/programming test to solve from home. After passing the test I was interviewed three times over the phone. I got rejected after the third interview. I thought the written exam was fairly complex, but doable. The first two interviews went well, but the third one did not. I couldn't understand what the interviewer was saying so I didn't properly answer some of his questions (I am not a native english speaker, and neither was he).
Confirmed questions1 question
- There are N cars on a one-lane road, all moving in the same direction. Their speeds are a random sample from a continuous distribution. If a car catches up to a slower car, it slows down to match the slower car's speed. In the long run, what is the expected number of car clusters?
Knight Capital
Quantitative Analyst
Entry Difficult Positive experience Accept offer 1 round
Interview process
Technical screen
Interview formats
Coding Technical
The interview problems are standard brain teasers, probability and programming.
Confirmed questions1 question
- How would you define a C++ class for matrix computation?
Knight Capital
Quantitative Analyst
Mid Average Neutral experience No offer 2 rounds
Interview process
Recruiter call Phone screen Technical screen
Interview formats
Behavioral Coding Technical
The interview process involved two rounds. First, a recruiter call discussing general topics and my interest in finance. Second, a comprehensive phone interview covering algorithms, coding, and probability. Unfortunately, I wasn't a good fit for the role. I didn't have a calculator handy to calculate the expected reward exactly.
Confirmed questions2 questions
- What's the value you'd place on playing this game: you have a fair coin; if it's heads, you win $1 and can keep playing; if it's tails, you take your winnings and stop.
- What if the winnings double with each consecutive head you get?
Knight Capital Quantitative Analyst Interview Questions
Quoted word for word from Knight Capital interview reports.
“Person A flips 99 fair coins and gets x heads. Person B flips 100 fair coins and gets y heads. What's the probability that x is less than y?”
Read reports →“There are N cars on a one-lane road, all moving in the same direction. Their speeds are a random sample from a continuous distribution. If a car catches up to a slower car, it slows down to match the slower car's speed. In the long run, what is the expected number of car clusters?”
Read reports →“What if the winnings double with each consecutive head you get?”
Read reports →“How would you modify a pair of dice to ensure every possible sum has an equal probability of occurring?”
Read reports →“What's the value you'd place on playing this game: you have a fair coin; if it's heads, you win $1 and can keep playing; if it's tails, you take your winnings and stop.”
Read report →“How would you define a C++ class for matrix computation?”
Read report →Formats, difficulty and experience
Across all 5 Knight Capital interview reports.