Applied online and heard back within about a week. Good communication; had to demonstrate excellent knowledge of excel and mathematical skills. I did not receive an offer in the end but would be happy to apply again. Have heard great things.
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.
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.