I applied online. I interviewed at Jane Street in Nov 2011
Interview
First round of interview is very technical, lots of probability questions, and the interviewer asked me to explain every answer as explicitly as possible.
Interview questions [1]
Question 1
One question on Heard On The Street about flipping coins. Can't remember the exact question
Many rounds of brainteasers, some of which are more rapid fire in nature and others which require you to flesh out a detailed answer to a complex problem. Be well rested and well prepared!
mostly maths probability questions - a lot of conditional probability, relatively easy in the first round, but you need to think out loud - you need to be really fast
4 rounds in final. The first one is market making of cards. The rest are especially designed games. The interviewer may ask added question along the playing of the game