I applied online. The process took 1 week. I interviewed at Jane Street in Jul 2012
Interview
After submitting a resume & cover letter, I was contacted the next day, and an interview was set up for the following week. I have a programming background, and was told that they were going to evaluate me on my programming skills. OCaml was something I should consider learning for future interview, but I was explicitly told I didn't need to worry about it for the first interview.
The first interview was all OCaml.
Interview questions [1]
Question 1
The problem was to create a heap, where you could add elements and remove the top element, with the contraints that the top-most element had to always be less than the top most element in the left child tree, and less than the top most element in the right child tree, and that the left child tree had to have as many or one more element than the right child tree. Furthermore, there was a "min" function (returns the value at the top of the tree) and an empty function (returns an empty tree).
The interview started using a collabedit software tool where the interviewer and I could rapidly write and exchange code. Having not been comfortable with the syntax and structure of OCaml, I noted that the person who set up the interview told me it wasn't a requirement, but I was told to carry on in OCaml.
With all that said, my preoccupation with not knowing the syntax led me to make simple functional mistakes, the interview took longer than expected, and after a week of waiting for a response, I was rejected.
The code I'm attaching is a combination of what we did through the interview, and what I finished off in my own time (my_merge, create_tree)
A difficult interview. Did not encounter question in Leetcode/my own practise, had to think outside the box to solve it. Interviewer got straight to the point, no behavioral questions, so be prepared.
Interview questions [1]
Question 1
Solve this question, walk me through your thinking.
Some brain teasers and probability problems that are variations of commonly seen quant interview problems. Require smart reacting rather than very high level maths or finance knowledge. Friendly interviewers, active involvement.
The interview process involved multiple rounds, starting with a phone screen covering probability, brain teasers, and market-related questions. This was followed by a technical assessment focused on programming and mathematical problem-solving. The final round included onsite interviews with case studies, logic puzzles, and discussions on trading strategies. The process emphasized clear thinking, structured problem-solving, and strong quantitative skills.
Interview questions [1]
Question 1
You are given two identical eggs and a 100-story building. Your task is to determine the highest floor from which you can drop an egg without it breaking.