I applied online. I interviewed at Jane Street in Nov 2016
Interview
I applied online. JS responded after 2 weeks. Got my interview scheduled. Interviewer was nice and supportive. He asked me some probability questions similar to those on glassdoor. Overall i have positive experience with Jane Street. Didn't get the offer
Interview questions [1]
Question 1
Probability questions. Similar to what you can already see on glassdoor.
They tend to examine the logical thinkers that can communicate clearly and concisely, and some problem-solving exercises intended to explore how you gather and apply new information, very different from other tech companies' interviews.
Initial application and online assessment. Had a first round behavioral interview where they asked me about myself, my experiences, and a couple of brain teasers. The interviewer was very nice.
Phone interviews (at least 3) - questions were of mixed difficulty (some pretty hard) but the interviewers were friendly and they gave helpful hints. Kind of fun - review probability and game-type questions.