They would not ask you to do a self-introduction and move on to the math problems directly. They focus more on difficult combinatorial questions and game questions. It would be hard but a good time to show your mathematics logic.
Interview questions [1]
Question 1
Jim rolls a fair, 6-sided die until he gets a 4. What is the expected value of the highest number he rolls through this process
Several phone calls to go to the final round. The phone calls consists of mathematical, probabilistic brain teasers which was not that hard for a mathematics major. Final round was to harsh for me, strong mentality is required
I applied online. The process took 4 weeks. I interviewed at Jane Street (New York, NY) in Apr 2026
Interview
Lots of expectation/probability questions. Make sure to study game-theory type question that involves expectations. Specific concepts in stochastic processes don't seem that important. The first two were relatively easy. Just make sure to ask a question if there is any uncertainty
very fun a lot of interesting problems. The person which was managing the interview process was easily aproachable and really nice to talk to. Also interviewers seemed really interested in the problems given and gave me a lot of chances to talk about them