I applied online. The process took 2 weeks. I interviewed at Jane Street in Sept 2015
Interview
First interview: 45 minutes, about 5 questions in increasing difficulty (first question VERY easy, last question a little trickier)..
Second interview: 20 minutes, 2 questions.
At the end of each question in the second interview, they asked me "the probability my answer was right." I was irked by their odd choice of words, but if you're confused like I was, that just means how confident you were in your answer. Don't say 1 unless you're really sure because then they'll ask you if you'd bet a billion dollars for the return of 1 dollar, in which case you look like a fool unless you're extremely confident.
Interview questions [1]
Question 1
Q: For what integers b (other than zero) is it possible to find an integer a such that the ratio a/b is contained in the interval [.48, .52]?
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