I applied through college or university. I interviewed at Jane Street (New York, NY) in Feb 2015
Interview
I applied through college. During the 1st round phone interview, I told them that this was my very first job interview. They started off with a basic probability question to warm up, and then went into some really complex problems. My interviewer was very kind and patient. After each question, I worked on my own while he was waiting on the phone. He would check in with me after a few minutes and sometimes guided me through the question when I was really struggling. I didn't have a lot of background in probability, so the questions were hard for me. 2nd round had similar problems, just longer and harder.
Interview questions [2]
Question 1
Warm-up question: You have a six-sided dice, and you will receive money that equals to sum of all the numbers you roll. After each roll, if the sum is a perfect square, the game ends and you lose all the money. If not, you can decide to keep rolling or stop the game. If your sum is 35 now, should you keep play?
A follow-up question: If your sum is 35 now, and you know for sure that you will not roll a 1 in the next round. If your sum is above 42, then the game ends and you take the money. If below 42, you must keep rolling until the sum is above 42. What is the amount of money you are mostly likely to get?
I had a phone screening call from a recruiter, they asked some standard probability questions, bayes rule, and expected value about dices. Overall experience was pretty good. Make sure you prepare your probability
Interview questions [1]
Question 1
Expected value, if throwing a dice, 2 dices and 3 dices with option to reroll.
I applied online. I interviewed at Jane Street in Nov 2022
Interview
Very smooth. Around 30mins first round 1hr for the second round. First round consisted of easier probability based questions. Second round was similar but harder and longer questions. The interview process if approached in a calm composed manner should be easier to analyse
multiple phone interviews and a full-day Zoom interview. Interviews got longer and longer over time, but every person was very kind and helpful with hints when I got stuck. The questions get harder as the rounds progress and generally don't have a closed form answer in the later rounds
Interview questions [1]
Question 1
they describe the rules of a game and ask if you want to play it based on your expected earnings