I applied online. I interviewed at Jane Street (New York, NY)
Interview
Expected value questions over the phone about dice and coin games. They give you a call at the scheduled time and after some formalities being exchanged, they get into the problem statement and progressively add interesting variations and ask for your new answer and approach.
Interview questions [1]
Question 1
What is the expected value of a certain strategy for a carnival game with certain probabilities of outcomes. Good to know the expected value of a geometric random variable with probability p
The process began with serveral online tests for maths and logic. They gave a personal interview to get to know the candidate better and evaluate fit for the company/role, then held a technical interview covering maths and logic problems.
Fun and filled with unexpected questions. The questions rely on fast thinking and fast calculations, and sometimes intuition because there is no sufficient time for me to work through the whole problem.
We started with a bit of small talk, followed by some probability questions. Ended with some basic algebra questions, Make sure to ask questions if you have any. Good experience, feels like the interviewer was trading.