I applied online. The process took 2 weeks. I interviewed at Jane Street (New York, NY) in Nov 2024
Interview
I received a call and was then asked a probability question regarding a game. The interviewer modified the question a bit and asked more questions. Then he gave me time to asked questions. Second round was similar but the problem was harder and the interviewer less patience. The second interviewer asked about my research from my CV, and asked good questions.
Interview questions [1]
Question 1
Fist interview was to compute expected value of some game. Second to device a strategy for a game
Two or three probability/statistics brain teasers/problems that you have to solve. Topics include Markov Chains, EV, decision/game theory, branching processes, gambler's ruin, best decisions, optimisation. Interview with an actual quant.
CV submission, followed by online assessment (fairly easy 10 questions), then first round zoom interview. One interviewer, one hour interview. 2 problem solving questions asked with multiple follow ups for each one.
Interview questions [1]
Question 1
Design an algorithm for when to replace a car at a car rental company
Was asked a general mathematical problem solving question - no personal details or anything else was discussed, was overall relatively easy and I imagine a fair amount of support would be offered if struggling.
Top companies for "Compensation and Benefits" near you
