I applied online. I interviewed at Jane Street (New York, NY)
Interview
4 rounds, the last one is onsite. The first 2 rounds are like textbook probability problems, the 3rd is a game theory problem. The first problem on site is about market making. Be sure to be familiar with it.
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
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