I applied online. The process took 3 weeks. I interviewed at Jane Street (New York, NY) in Mar 2015
Interview
The interview process was on par with Google's interview process structurally. I had about 3 phone screens, each focused on a pertinent topic (related to the role) with open ended questions to gauge breadth and depth. I always had an opportunity to ask questions as well.
Interview questions [1]
Question 1
I cannot go into specifics, but the questions were all very reasonable for the subject area. The common thread was that practically all questions were asked in an open ended manner, which I believe weeds out fakers and also helps to glean your personality and communication skills. I would also commend the interviewers ability to be personable and helpful. When I had to remember some academic information, I was never punished for forgetting minutiae, they would always give a nudge in the right direction. Some might argue Google leans on the CS academia questions to heavily, whereas I would say Jane Street definitely seems to be more interested in general intelligence and applicable knowledge relative to the role. I have the upmost respect for their procedure.
I applied through a recruiter. The process took 3 weeks. I interviewed at Jane Street (New York, NY) in Mar 2012
Interview
This was by far one of the most technically rigorous interviews I've done recently, though it wasn't very difficult. They were, as it was described to me, essentially looking for a programmer in sysadmin's clothing. I went through three phone interviews, one of them being a basic coding skills test, and one on-site which consisted of general sysadmin and computer science technical questions and conversations about experience. All in all, great process.
