I applied online. I interviewed at Jane Street in Oct 2015
Interview
Phone Interview; chill (about an hour)
The interviewer did not seem too interested in the interview process; seemed frustrated when I did not get the first question initially.
I heard you can only interview for Jane street once; it's a shame my first and last one was with a less-than interested interviewer.
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.