I applied through college or university. The process took 1 day. I interviewed at Jane Street in Aug 2012
Interview
2 rounds of phone interview, both are technical and consist of only one question each round. The first round is easy which can be easily done in OCaml. The second round is a more difficult question which does not require OCaml. I don't remeber the question exactly, but I do remember it was a coding question which required math insights (i.e., it requires quick interpretation of the question and grasp of the underlying math)
Interview questions [1]
Question 1
Find the k-th child of a node in a tree. Use OCaml
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?”