I applied online. I interviewed at Jane Street (New York, NY) in Nov 2016
Interview
45 mins phone interview. Quite difficult. All questions are about the probability. I do think that I failed at the very beginning. He said that he would contact me very soon. But I didn't hear from them for a quite long time. Feel a little sad about the experience.
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.