I applied online. The process took 3 weeks. I interviewed at Jane Street (New York, NY) in Nov 2015
Interview
Applied online, got a phone interview request via email 2 weeks later. Email said "First round interviews are conducted via phone and typically last no longer than 20-30 minutes. We will do our best during your interview to ask you challenging and interesting questions, focused on math, probability and problem solving. As you move to later rounds, interviews might last a bit longer and questions will be more complicated and in-depth.". My phone interviewer was on his commute in the NYC subway. This lead to very bad call quality and dropped calls.
Interview questions [1]
Question 1
You have 4 coins. You toss them all at the same time. You get as many dollars as there are heads (e.g 3 dollars for 3 heads). If you are not satisfied with your first result, you can do the toss again but then you have to accept whatever prize money you get. What would the expectation value be?
I had a phone screening call from a recruiter, they asked some standard probability questions, bayes rule, and expected value about dices. Overall experience was pretty good. Make sure you prepare your probability
Interview questions [1]
Question 1
Expected value, if throwing a dice, 2 dices and 3 dices with option to reroll.
I applied online. I interviewed at Jane Street in Nov 2022
Interview
Very smooth. Around 30mins first round 1hr for the second round. First round consisted of easier probability based questions. Second round was similar but harder and longer questions. The interview process if approached in a calm composed manner should be easier to analyse
multiple phone interviews and a full-day Zoom interview. Interviews got longer and longer over time, but every person was very kind and helpful with hints when I got stuck. The questions get harder as the rounds progress and generally don't have a closed form answer in the later rounds
Interview questions [1]
Question 1
they describe the rules of a game and ask if you want to play it based on your expected earnings