Jane Street Capital Trading Intern

There were a number of phone interview (3-5 depending on the candidate) followed by an on site interview. The phone interviews consisted largely of basic probability questions (dice and coin flip etc.). The on site consisted of several (5?) 2 on 1 interviews with traders. We were given 100 chips and throughout the day traders would describe various probabilistic games, and ask you to make markets on them. You would then trade on your markets and make or lose chips over the course of the day.

The employees seem to truly enjoy the work culture, and are all extremely sharp. The interviewers demonstrate intellectual curiosity, and seem like generally cool people. One person came in and asked me a question prefaced by the fact that he thought of the question that morning, but did not know the answer, and would work through it with me.