I applied online. The process took 2 months. I interviewed at Jane Street (New York, NY) in Sept 2016
Interview
From the very beginning, he interviewer was totally uninterested in anything I had to say. He took a phone call in the middle of the interview. I was shocked when they offered me a job and turned it down, not wanting to work with people like that.
Interview questions [1]
Question 1
Expected length of the longest segment of a unit-length stick broken in 2 places.
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.
Jane Street Quantitative Researcher Interview Questions | Glassdoor