I worked at Knight Capital full-time
Despite the catastrophic error, middle management knew what they were doing
Reckless upper management destroyed the company.
I applied through an employee referral. I interviewed at Knight Capital (Jersey City, NJ) in November 2015.
Started with a phone call, then was flown into the Jersey City office for a "Super Day" which consisted of 5 individual interviews. They understand this was a position for undergrads so there were minimal technical questions. Mostly just got to know a few of the guys.