I once interviewed for a security position at a local category C male prison, 400 applicants, 30 people were interviewed and of those, 1 got the job and 14 made a backup list for future jobs. I only made it to the interview stage, which was a panel of three people. I thought it went really well, I knew the answers to 90% of the questions (i.e. I'd researched the occupancy of the prison, its history, who the governor was, what category 'C' meant as opposed to a B or A category jail, which other prisons were in the area etc. etc. but I didn't get a couple of answers right to questions like it's midnight, you're doing a perimeter walk and come across a ladder up against the wall. Your radio is broken. What do you do?'
Anyway I thought it went well and was hoping to make at least the short list, but I didn't get through, so I wrote to the main interviewer for some feedback. He told me I interviewed really well but if they had any advice it was that I came across a little too over-confident. I was pretty confused by this as I did feel confident, but also thought confidence might be something they were looking for as a female working in a male prison (I've done a lot of prison voluntary work and you cannot show weakness, ever).
I bear it in mind for future interviews anyway but most people I spoke to said don't worry too much about it, be yourself and you can't go wrong. Some interviewers will specifically want confident people, and be put off if you don't seem strong enough. So don't try and second-guess how you come across. I try and make sure I don't seem cocky or arrogant anymore, though. I could also have failed because of my medical disclosure which without going into details makes me look unreliable, but they can't obviously say my health is one of the reasons I got rejected.
Not getting that job was a great thing to happen anyway as it meant I was free to take up other voluntary positions in the jail which in turn led to me getting enough experience to get onto my social work Masters course, which is going to make me a qualified social worker and give me way better job prospects than grunt-level work in a prison. But I wrote back and thanked him for taking the time to give me feedback.