I applied online. The process took 1+ week. I interviewed at Jane Street (London, England) in Jan 2015
Interview
Found them online and applied. Very quick application process they don't make you jump through hoops and make you fill out your whole life survey, just a brief section on how you found them and why you want to work for them. Compared to others they respond very quickly, received email within the week to set up phone interview. For the actual interview they ask a few probability and problem solving questions and the interviewer was very helpful although it is off-putting trying to think out loud when answering the questions as they do not allow you to use pen and paper. Lasted between 20-30 mins.
Initial application and online assessment. Had a first round behavioral interview where they asked me about myself, my experiences, and a couple of brain teasers. The interviewer was very nice.
Phone interviews (at least 3) - questions were of mixed difficulty (some pretty hard) but the interviewers were friendly and they gave helpful hints. Kind of fun - review probability and game-type questions.
I applied online. I interviewed at Jane Street (New York, NY)
Interview
I first applied in google form answer basic questions about me and with that I had to upload my resume and transcript. I don't remember after how long I got an interview time to choose and did my first round of interview.