how much knowledge? It will take so much time to prepare everything for interviews so I need to know the importance of multi-threading for quant positions. should I spend time to learn it?
Alain is right. Your resume sets a level of expectation, and you must be prepared to answer questions on any part of it at all, in depth.
Thus it's a gabling game. If the level of skills claimed is too low, they will not interview you, and if it is too high you get blown away.
Threading in C++ is one of my filters for being a real programmer, but not the only one.