I applied online. I interviewed at Jane Street (Hong Kong)
Interview
The interview process consists of 3 or 4 technical interviews in which you're asked fairly challenging math questions. The actual math required to solve these questions is easy to understand but usually the intuition on how to solve them is the hard part. Some questions are impossible to find an exact answer to and require an estimate within a likely range.
Interview questions [1]
Question 1
Expected value questions on betting games involving coins or dice, strategy development for games playing against another player.
Many rounds of brainteasers, some of which are more rapid fire in nature and others which require you to flesh out a detailed answer to a complex problem. Be well rested and well prepared!
mostly maths probability questions - a lot of conditional probability, relatively easy in the first round, but you need to think out loud - you need to be really fast
4 rounds in final. The first one is market making of cards. The rest are especially designed games. The interviewer may ask added question along the playing of the game