I applied online. I interviewed at Jane Street in Nov 2020
Interview
Three phone interviews and a super day. The first phone interview was fairly simple; a couple easy to moderate probability/math questions. The second and third were a fair amount harder - I gave good insights but was thoroughly intimidated, but they still let me through. Super day was rough - 5 hours of tough math questions.
Interview questions [1]
Question 1
What's the weight of each of five melons if their pairwise weights sum to 16,17,18,19,20,21,22,24,25, and 26?
Digital interview through zoom, one probability question and one (hard) brainteaser, 45 min, barely anything behavioral. I don't know how to prepare for the brainteaser well but the probability one could be practiced for.
Interview questions [1]
Question 1
Dice game with 100-sided die, play against an opponent and the one who gets the higher number wins 1€ from the casino (not from the other person). Tie = no money. You get the option to double the number of your roll for 0.2€. In what interval is it worth doubling?
The process was overall quite smooth. It included several technical rounds focused on probability, statistics, and logical reasoning, along with some classic brainteasers. I realized I wasn't well enough prepared for the probability questions, which made it more challenging.
Interview questions [1]
Question 1
You are playing a one-player game with two opaque boxes. At each turn, you can choose to either "place" or "take". "Place" places
$
1
$1 from a third party into one box randomly. "Take" empties out one box randomly and that money is yours. This game consists of
100
100 turns where you must either place or take. Assuming optimal play, what is the expected payoff of this game? Note that you do not know how much money you have taken until the end of the game.
Three interviews all including maths, probability (cards, dice etc). Quite hard, need to talk through answers with interviewer while doing the questions and they will help you get the the answer if stuck
