They tend to examine the logical thinkers that can communicate clearly and concisely, and some problem-solving exercises intended to explore how you gather and apply new information, very different from other tech companies' interviews.
J'ai postulé en ligne. J'ai passé un entretien chez Jane Street
Entretien
Applied to be a Trading Intern online and received a technical phone interview. Just did a few probability problems with my interviewer over the phone. Interviewer was very nice and helpful whenever I was stuck and gave tips on how to work on the problems.
Initial application and online assessment. Had a first round behavioral interview where they asked me about myself, my experiences, and a couple of brain teasers. The interviewer was very nice.
J'ai passé un entretien chez Jane Street (Londres, Angleterre)
Entretien
Phone interviews (at least 3) - questions were of mixed difficulty (some pretty hard) but the interviewers were friendly and they gave helpful hints. Kind of fun - review probability and game-type questions.