I applied through a recruiter. The process took 1 week. I interviewed at Jane Street (New York, NY) in Apr 2014
Interview
3 phone screen, and 4 interviews on site. All of those are technical questions. The recruiters are very helpful, and they reach decision really fast! I left the interview directly for the airport, and I heard the no go decision before I even reached the airport!
I do want to stress that Jane Street is known for its tough interview questions, and the fact I didn't get it also suggest it's not easy. However, I think their trader's interview question are much more difficult, at least for people without sufficient practice. The software questions are very do-able and not intrinsically harder than the hottest tech firms. So just be very prepared, and don't get as scared as I was.
It was a very quick and painless process. Recruiter very responsive, kind interviewers. High implementation and difficult problems, so failed onsite after 3 interviews and a Question and Answer Session.
Did not pass the initial coding round. I tried to explain my thought in details to the interviewer but failed to translate my thought into code. So far interviewer is very nice.
I applied online. I interviewed at Jane Street (New York, NY)
Interview
My experience interviewing at Jane Street was definitely challenging, but also surprisingly collaborative. Instead of focusing only on whether I could get the right answer quickly, the interviewers were much more interested in how I approached problems and explained my thinking. I worked through a few coding questions involving data structures and algorithms, and there were also some probability-style questions that tested logical reasoning. The interviewers were clearly very sharp, but they were also approachable and encouraged me to talk through my thought process the entire time. When I got stuck, they would sometimes guide me with small hints so we could keep exploring the problem together. Overall, it felt less like a typical high-pressure interview and more like a thoughtful technical conversation with experienced engineers.
Interview questions [1]
Question 1
“What is the expected number of coin flips needed to get two heads in a row?”