I applied online. The process took 2 weeks. I interviewed at Jane Street (New York, NY) in Jan 2016
Interview
Applied online, received email within the week setting up a phone interview. Had some technical issues, so interview started 10+ minutes late. Was rushed through "soft" questions, then started the programming portion of the interview. Did not finish on time, and the interviewer cut the process short (around the 40min mark), and asked if I had any final questions. Received an email within the next week about their decision.
Interview questions [1]
Question 1
Why do you want to work at Jane Street?
Asked to write a program (in language of choice) that took a name and a sequence of characters (as, for example, the name "jump" would be assigned the sequence 'ABC' in a simple video game). Needed one method to store name-sequence pairs, and one method that would print any names associated with a sequence of characters entered by the user.
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.