As of 2021, Knight's portfolio of directorships includes Tullett Prebon, Provident Financial, Taylor Wimpey, Arbuthnot Latham & Co and Froggatt Trustee Ltd in the UK, Encore Capital Group in the US, and Astana Financial Services Authority in Kazakhstan. She is also an advisor to Goodacre UK and Oxera Consulting. She has previously served as a non-executive director of Brewin Dolphin, Office of Tax Simplification, Transport for London, Financial Skills Partnership, Scottish Widows, Logica, the Port of London Authority, Lloyds TSB and South East Water.