I applied online. The process took 4 weeks. I interviewed at Jane Street (New York, NY) in Jan 2017
Interview
Three rounds of phone interviews, in which I was asked math questions of increasing difficulty. There was a large focus on probability and combinatorics, which most of the problems phrased as trying to determine the optimal strategy for a game; however, as I indicated that I come from a CS background I was also asked to design an algorithm to solve a problem with a good asymptotic runtime. The first and second round should be relatively easy for anyone that majored in a quantitative subject, especially math, physics, or computer science; the third was vastly harder- I was unable to answer the problem correctly without significant guidance, but passed this round nonetheless (presumably, they really do care about the nature of your thought process).
Interview questions [1]
Question 1
(Round 2) Suppose two players play a game where Player A, then Player B, picks an integer between 1 and 30. Then, a thirty-sided die is rolled. Whoever guessed closer to the value of the roll obtains an amount of money equal to the value of the roll from the other player.
Given the choice, do you decide to go first or second? What number do you choose? What is the expected value of this position?
A difficult interview. Did not encounter question in Leetcode/my own practise, had to think outside the box to solve it. Interviewer got straight to the point, no behavioral questions, so be prepared.
Interview questions [1]
Question 1
Solve this question, walk me through your thinking.
Some brain teasers and probability problems that are variations of commonly seen quant interview problems. Require smart reacting rather than very high level maths or finance knowledge. Friendly interviewers, active involvement.
The interview process involved multiple rounds, starting with a phone screen covering probability, brain teasers, and market-related questions. This was followed by a technical assessment focused on programming and mathematical problem-solving. The final round included onsite interviews with case studies, logic puzzles, and discussions on trading strategies. The process emphasized clear thinking, structured problem-solving, and strong quantitative skills.
Interview questions [1]
Question 1
You are given two identical eggs and a 100-story building. Your task is to determine the highest floor from which you can drop an egg without it breaking.