I applied online. The process took 1 week. I interviewed at Jane Street (New York, NY) in Feb 2016
Interview
I applied online and received an email for interview same week. I interviewed on phone. The interviewer was very helpful and guided me when I was stuck. I froze while trying to create the tree class even though it shouldn't have been hard. The math question was easy not probability but rather just solving for a polynomial coefficients
Interview questions [1]
Question 1
Build a tree where the parent can have any number of children.
Find the coefficient of a quadratic polynomial if you know the value of y when you plug in any x.
The process began with serveral online tests for maths and logic. They gave a personal interview to get to know the candidate better and evaluate fit for the company/role, then held a technical interview covering maths and logic problems.
Fun and filled with unexpected questions. The questions rely on fast thinking and fast calculations, and sometimes intuition because there is no sufficient time for me to work through the whole problem.
We started with a bit of small talk, followed by some probability questions. Ended with some basic algebra questions, Make sure to ask questions if you have any. Good experience, feels like the interviewer was trading.