The process took 1 day. I interviewed at Jane Street (New York, NY) in Feb 2011
Interview
The interviewer gave information about the position. Then proceeded to probability questions. Asked three questions, all of which were already mentioned here by other users. So I answered timely and correctly except for a small algebraic error in one question. He sounded satisfied, and asked me when I am graduating, why do I want to work in Jane St, etc. Then in 3 days, I received an email from HR saying that they decided not to move forward with my application. I am not sure why they concluded this way. Maybe because I am not from a "target" school, whereas my department is in top 10.
Interview questions [2]
Question 1
Throw die once or twice, and get paid the face value. What is expected payoff?
V~U[0,1]. Make a bet B, for V, and will be awarded 1,5 times V if B>V, otherwise your bet is worthless - you do not lose anything as well. What is your bet?
I applied online. The process took 4 weeks. I interviewed at Jane Street (Berkeley, CA) in Sep 2022
Interview
Math Puzzles and brainteasers for the first interview. The second interview is about coding questions in any language you choose. It is over the phone and with a coderpad software.
I applied through university. I interviewed at Jane Street
Interview
Only made it to phone interview, interviewer is nice and professional. Should have been more prepared to not waste the opportunity. Got interview through campus recruitment. Never knew this firm existed until I applied.
30 min - 1 hour phone interview. The interviewer asked 2 brainteaser/ probability questions that were reasonable in difficulty (not crazy). Interviewer was kind and helps if you make a silly mistake.