| I (successfully) interviewed at Jane Street about 5 years ago at their London office. I ultimately went elsewhere, but I can give a general overview of the stuff we talked about. My background was, at the time, electronic market making in fixed income with substantial experience in functional programming using languages other than OCaml. Prior to that, I'd done signal processing for radar systems in C++. We did multiple general programming questions, working on purely functional data structures, system design in functional languages and then some stuff on concurrency and asynchronous systems in OCaml. The asynchronous systems conversation then ended up with a conversation about some category theory from the viewpoint of a functional programmer - I suspect that arose from my background and I don't imagine it's something they ask everyone about. Finally we had a bunch of more mathematical questions, where we covered some number theory, some linear algebra and some formal logic. Again, it's hard to say how much of that is part of their normal set of questions and how many of those were specific to my background. I'm not sure any of that is directly applicable/useful to you, but hopefully there's something that helps! |