Jane Street Interview Experiences

Big group meeting where they gave an overview of Jane Street and the internship program and then split us into smaller groups for individual interviews. HR plus the manager had behavioral questions. They also made us do this Thomas International psychometric test, like 20 minutes of pattern matching and personality stuff.

Phhone interview focused entirely on probability and expected value. Fair coin toss variants, a betting game where you set the price and they decide whether to buy or sell, conditional probability with dependent events. I did fine on the simpler ones but the third question about optimal bidding strategy in a sequential auction I had no clue on.

Design Proxy Cache class given a LRU or LFU cache (abstracted high level) implement three functions in proxy cache class. You are given high level design of how requests are handled from client to server to database.

Froze on a market making problem and got ghosted after. Three phone rounds, probability and Bayesian stuff.