I applied online. The process took 2 weeks. I interviewed at Jane Street in Jan 2015
Interview
Applied online, was contacted to take online skills assessment. Pretty difficult -- some conditional probability and brainteaser type questions. I think the best way to get good at these kinds of things is to practice. I'm waiting to hear back.
Interview questions [1]
Question 1
I randomly pick four numbers from the first fifteen primes. What is the probability that their sum is odd?
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.