I applied online. The process took 4 weeks. I interviewed at Jane Street (New York, NY) in Oct 2011
Interview
The process started out with 3 phone interviews. Each interview consisted of algorithm questions, and I programmed all of them in OCaml even without mastery of the language. I then received an onsite interview, and had three 2-on-1 interviews. I didn't use any OCaml in these. The first two were on the level of the phone interviews, but the third one had more constraints and I didn't pass that one.
It was a very quick and painless process. Recruiter very responsive, kind interviewers. High implementation and difficult problems, so failed onsite after 3 interviews and a Question and Answer Session.
Did not pass the initial coding round. I tried to explain my thought in details to the interviewer but failed to translate my thought into code. So far interviewer is very nice.
I applied online. I interviewed at Jane Street (New York, NY)
Interview
My experience interviewing at Jane Street was definitely challenging, but also surprisingly collaborative. Instead of focusing only on whether I could get the right answer quickly, the interviewers were much more interested in how I approached problems and explained my thinking. I worked through a few coding questions involving data structures and algorithms, and there were also some probability-style questions that tested logical reasoning. The interviewers were clearly very sharp, but they were also approachable and encouraged me to talk through my thought process the entire time. When I got stuck, they would sometimes guide me with small hints so we could keep exploring the problem together. Overall, it felt less like a typical high-pressure interview and more like a thoughtful technical conversation with experienced engineers.
Interview questions [1]
Question 1
“What is the expected number of coin flips needed to get two heads in a row?”