Interview was fun and interactive. Be mentally prepared for 30-60 minutes interview comprising probability and problem solving questions. Interview will be 3-4 rounds with the final round is face-to-face and the rest are phone interviews.
Interviewed for two rounds. I passed the first round last year so was able to continue immediately with the second this year. Probability/game theory questions. The interviewers are friendly and helpful.
Interview questions [1]
Question 1
If you roll a dice and receive that amount in dollars but have the option of rerolling up to two times, how much would you like to pay to play this game?
Jane Street’s interview process is fast-paced, multi-round (But if you have a deadline they will react accordingly) , and deeply quantitative: mental math, probability puzzles, game theory..., and conversational talk just before you start doing the problems
Interview questions [1]
Question 1
Some basic probability questions (more like brainteasers) involving expected values and markov chains. You should brush up on the greenbook and be comfortable with n-sided dice and strategies involving dice in general.
I went through the first 2 rounds, they were mostly technical. Mostly dice game problems and basic-medium probability questions, nothing on market making. Heavy emphasis on expected value. Harder to get the interview than the interview itself.
Interview questions [1]
Question 1
Rolling a 100-sided die, best rule to stop, $1 to play again.