The process took 1 day. I interviewed at Jane Street in Feb 2011
Interview
As other people have mentioned, their interviews are very quantitative. I also believe that the questions they ask vary in difficulty depending on how good they believe your math skills to be. For example, I got some harder questions than my friends, because I had put some past experience in math contests on my resume.
Unfortunately, it was my first interview with any firm (I'm a sophomore), and my nervousness got the better of me. Looking back, the questions themselves were not particularly difficult, but you just need to be prepared. If you did stuff like MathCounts back in middle school, I would compare their first round interview to the Countdown round. Basically, you not only need to know how to get the correct solution, you need to be able to do so quickly without the aid of pen and paper.
Interview questions [2]
Question 1
If I spin a roulette, roll a dice, and pick a card out of a 52-card deck, what are the chances that all three are the same number? How confident are you in your answer?
If you flip ten coins, what is the expected value of the product of the number of heads times the number of tails? You have 3 minutes with a pen and paper, and at the end of that, I want you to give me a range.
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.
