I applied online. The process took 3 weeks. I interviewed at Jane Street
Interview
4 rounds of interviews, I only got until the third one, usually a week apart. Each time a trade called me and asked probability questions, which gets harder after every round, I don't know about the 4th one cause I think I failed the third one. Waste of time honestly, could have easily skipped the first one or two rounds and just go straight to the later ones. I asked other people and most can go through the first one easy anyway.
Interview questions [1]
Question 1
probability questions and some brain teasers like estimate the distance between pluto and earth, in which case they just wanna see how you think although getting a right answer for the probability questions would definitely help
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.