I applied through an employee referral. The process took 4 weeks. I interviewed at Knight Capital (Jersey City, NJ) in Feb 2010
Interview
Clear description of the role offered, HR was timely in getting back to me. People were all very professional, friendly interviewers (except for one that was a bit awkward). Firm is still known as a trading shop but is trying to break out, hiring a ton of people from big banks and getting into new businesses. Interviewers all seemed genuinely supportive of the ceo.