First I had a phone interview with the hiring manager and then I went in for an on-site with 5 other developers who asked me a variety of Java and DB questions, from data structures to basic OO design to design patterns. Also some simple java queries. Nothing too difficult.
Interview questions [1]
Question 1
There was one developer that went over several pages of printed Java code with me, each page a different method. I was asked questions about each page, like whether it would compile, if there were logic errors, concurrency problems etc.
I applied through a recruiter. The process took 2 days. I interviewed at Knight Capital in Aug 2012
Interview
1:1 phone interview, on-site 1:1 meetings with 4 others, 1:1 with the md, 1:1 with the CTO and 1:1 with the head of operations
Interview questions [1]
Question 1
everything seemed straightforward... very basic fundamental questions which you either know or you don't... got asked the differences between a set and a list... wondered if that was a trick question