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.
Other Software Engineer Intern Interview Reviews for Jane Street
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
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.