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.
2 Phone Rounds - pretty standard probability / game theory questions. Then 5 round superday - each round was different and focused on probability, betting/arbitrage, coding, behavioral, etc. The emphasis is definitely more on games compared to similar companies.
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.