I applied through university. The process took 4 weeks. I interviewed at Jane Street in Dec 2017
Interview
I took an alternative route for screening and finished their online problem set on HackerRank about basic probability theory, and then took the math phone interview, and then the coding phone interview. I didn't get past that.
Interview questions [1]
Question 1
Questions about probability theory, data structures, etc. I studied some quantitative finance, but they did not ask me about that.
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.