I applied through college or university. I interviewed at Jane Street (New York, NY) in Nov 2023
Interview
Four rounds of phone and Zoom interviews, the first two rounds are probability/statisitcs questions mostly concerning Bayes theorem, the third and fourth rounds are different types of game theory and optimization problems. The interviewers are all very friendly and they are more interested in your approach to a problem than merely getting the correct result in the end.
Interview questions [1]
Question 1
Bayes problem involving an unfair coin mixed in a certrain number of fair coins
The process began with serveral online tests for maths and logic. They gave a personal interview to get to know the candidate better and evaluate fit for the company/role, then held a technical interview covering maths and logic problems.
Fun and filled with unexpected questions. The questions rely on fast thinking and fast calculations, and sometimes intuition because there is no sufficient time for me to work through the whole problem.
We started with a bit of small talk, followed by some probability questions. Ended with some basic algebra questions, Make sure to ask questions if you have any. Good experience, feels like the interviewer was trading.