Difficult, a lot of brain teasers. There are a lot of quantitative and probability math problems that I would have expected in an AMC test than a trading interview. You definitely have a good advantage if you've done competitive math before, as though the math problems are difficult, they are near trivial for people who've done those kinds of problems before.
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.