I applied online. I interviewed at Jane Street in Apr 2014
Interview
I applied through website, and got phone interview. The interview consisted of probability and math questions. One is on conditional probability, one is kind of estimation on fraction, and another is probability of a robot question.
Interview questions [1]
Question 1
some probability with a robot, and predict the variance of the number of robot under different circumstances
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.