While not a full knight, the duelist is well-trained and deadly, in the tradition of her nation. This build utilizes the Sun Sword, but can use the Heide Knight Sword as a thematic replacement. A whip is necessary for range, and a Pyromancy Flame is optional.
While the build works best with the Sun Sword, the Heide Knight Sword may be more appropriate. In the main-hand, also carry a Dagger and whip. The Old Whip is a phenomenal harasser and finisher.
In the off-hand, carry a rapier for parrying and thrusts that reach farther than your sword. The Rapier combos well off of two slashes from the Sun Sword. Pyromancy Flame is optional. If you do not wish to use magic, place the ATN points into ADP or END.
The only required piece of Heide armor is the Heide Knight Chainmail, which is medium armor. Since the set is a pain to get and the Duelist is not a full knight, the other pieces are optional or can be more common leather pieces. You should not wear a helmet, for Fashion Souls.
Rings should include Flynn's Ring, as the Bandit at 11 VIT gains nearly all the benefit of the ring. Ring of Blades works very well with Straight Swords, and 20 END is sometimes considered a little low, so Chloranthy Ring and whatever Dragon Ring you have access to should help improve your stamina pool. If you don't want to use Ring of Blades (Flynn's is almost like a Ring of Blades+2 already) the Old Leo Ring will enhance both the Sun Sword's strong attack and your rapier's offhand attacks.
As a character with low magic stats, the duelist is restricted to Pyromancies. Great Combustion, Fire Whip, and Warmth are all strong choices.
Stay close to opponents and try to bait them into predictable attacks that can be parried with your rapier. The Sun Sword's modest stamina usage can help break some guards with repeated swings, leaving enemies open to a Dagger riposte as well.
When chasing opponents, both the Old Whip and the Sun Sword have fast and effective dashing attacks. Don't let them heal!
As you take damage, don't be afraid to remain aggressive. Most opponents will expect you to back off at low health, which is an expectation you should defy!