I applied online. The process took 1 week. I interviewed at Jane Street (New York, NY)
Interview
Applied online. Quick response time. Set up a phone interview with a researcher before HR briefing (a pleasant surprise). I was shocked at the nature (basic nature that is, is this the flavor of problems they tackle at Jane street????) of questions I was being tested on (not that I got them right....) They want you to assess how well you can quantify your confidence in the answer you give them.
Interview questions [1]
Question 1
Interesting question:
From a deck of 52 cards pick 26 at random. From this set of 26 you pick two cards. You win if the both of these cards are of the same color. Is this a game you would prefer over one in which you win by picking two (first two picks) of the same color at random from a deck of 26 with equal number of black and red cards
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.