I applied online. The process took 3 weeks. I interviewed at Jane Street (New York, NY) in Nov 2024
Interview
3 rounds of virtue interview and one final on site interviewe. Most of the problems are about statistics and probabilities. Starting from the second round the interview is more about the game theory.
Interview questions [1]
Question 1
Suppose we have two dice and you can see one of the die and your opponent can see the other one. The payoff is the sum of the dice. What is your strategy of auction.
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.