I applied online. The process took 2 weeks. I interviewed at Jane Street (New York, NY) in Sep 2022
Interview
2 rounds phone, first round math question about expected value and a random walk, second round a game theory question where the interviewer made me talk through a rough Nash Equilibrium. Final round onsite with 4 traders, played a bunch of games involving betting.
Heard Jane Street has exciting internships for female students so I decided to apply. Filled out online application. Received a response for online assessment. The assessment was quite difficult for me. The interview was even harder. Lots of technical questions.
Interview questions [1]
Question 1
Two players, flipping a coin until one player wins. A wins if the roll ends with HHT. B wins if the roll ends with HTT. What are the odds B wins the game.
very hard and demanding. they are very selective. they like puzzles and pushing you to think out loud. interviewers are nice though. would possible try in the future. maybe. will see
Asked to play a game and probability - the probability questions were easy, and the game had very little math. It was over an hour, closer to 1 hour 30 minutes. Over zoom