I applied online. The process took 1 week. I interviewed at Jane Street (London, England) in Sep 2015
Interview
Sent my application online, set up a phone interview (they failed to call at the initially agreed upon time, so it had to be rescheduled). The interviewer was calm and friendly. You are given hints if you get stuck. Interview was purely brain teasers and probability questions (about 7 in total).
Interview questions [1]
Question 1
You are going camping over the weekend, and there is 50% chance of rain on Saturday and 60% on Sunday. What is the probability that you will not experience rain? (You are not told whether they are independent, so that is something to consider). Then, after giving your answer, assume they are not independent, and are positively correlated. Will the chance of having a 'dry' weekend increase or decrease?
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