Started with Linux related questions about troubleshooting hang processes / identifying systems running out of physical memory. Asked about past experience related to Linux namespace, system management and so. Ended with a shell one-liner question about file system traversal.

First round was a Linux heavy interview, not extremely technical but you need to know your stuff. Second round was a typical software engineering interview at Jane Street (it's conducted by a software engineer, not a Linux engineer like the first one). Then there is the Jane Street full day on site interview.