The process took 4 weeks. I interviewed at Jane Street (New York, NY) in Sept 2011
Interview
HR emailed to schedule the first interview. 2 minutes before the interview was set to take place, HR emailed again to reschedule. I did not mind so much as it gave me more time to prepare. Made it through the first round but did not make it after the second. The interview was not very difficult, first one was a lot of mental math and probability, the second one is more problem solving. Both interviewers were helpful and they gave hints on how to approach the problems. I definitely did not get all the questions right in the first interview but was still offered a second interview. Just make sure to walk people through your steps.
Interview questions [3]
Question 1
You have 4 coins. You throw them in the air. For every H that lends, you get 1 dollar. How much would you pay to play this game?
Many rounds of brainteasers, some of which are more rapid fire in nature and others which require you to flesh out a detailed answer to a complex problem. Be well rested and well prepared!
mostly maths probability questions - a lot of conditional probability, relatively easy in the first round, but you need to think out loud - you need to be really fast
4 rounds in final. The first one is market making of cards. The rest are especially designed games. The interviewer may ask added question along the playing of the game
