I applied online. I interviewed at Jane Street (London, England) in May 2014
Interview
3 phone calls, then on-site interviews (also three). Questions vary: some algorithm questions, also design questions and questions involving functional programming (I would tell it is not such important to know OCaml, but concepts of functional programming [monads, types, tail recursion] - I would tell that it was not "basic" functional programming, but these more difficult concepts). Everyone is professional, it was easy to understand what they are asking and you can ask questions to get clarifications.
Interview questions [1]
Question 1
Two of the interviews had algorithm questions, other two had design questions, one functional programming interview and one coding interview.
The interviewer asked me some probability questions, felt kind of competition mathy. The interviewer was friendly but I got stuck on the math. It doesn't seem like it was meant to be too hard if you're familiar though.
Interview questions [1]
Question 1
They asked some probability questions, a little tricky if you don't have any familiarity
first there's a 10-15 min call with a recruiter (another form of screening i guess) where you talk about your background and experiences. then if you pass that, an online interview. if you pass it too, there are 3 on-site interviews (they pay for everything), 2 before lunch and one after.
I was given a tree problem. At the start, I asked a few clarification questions. While coding it, the interviewer gave me some hints on how to better implement it. Was able to solve it. Did not get to the next round.
