I contacted Jane Street through a company forum in my school and applied for an internship. The process was going to be one phone screen and three onsite interviews in London, but I did not go through the phone screen. The phone screen really use phones, not Skype or anything, and the bad quality was a bit troublesome. Nevertheless the interviewer was really nice and gave me advice for future interviews.

phone intro, submit coding samples in Ocaml. Jane St developers and principals project a "holier-than-thou" image. They are too good for you. The homogeneity of this cluster of like minded people is also their undoing, alternate viewpoints and backgrounds are looked down upon, Such attitudes are already endemic within the entire Ocaml community but Jane St takes them to a whole new level. The probability of joining this company is less than 10^(-5) according to a newspaper ranking of top 10 hardest companies to get into. I'd argue that it's not worth it to even consider Jane St seriously, there are no learning experiences to be had from contacting this Ocaml shop.