Why Jane Street's interview is structurally different from FAANG and from Citadel/Two Sigma
Per Jane Street's official prep page (janestreet.com/preparing-for-a-software-engineering-interview), their engineering blog 'What a Jane Street dev interview is like,' and 2025 candidate reports, Jane Street's interview is built around mathematical thinking, not algorithmic optimization. The Super-Day onsite includes a game-based round unique to Jane Street: you play a real-time mathematical game (simplified auction, probability estimation, market-making sim) with the interviewer. The dimension graded is how you reason under uncertainty in real time — not whether you 'win' the game.
OCaml is famously NOT required. Jane Street explicitly discourages candidates from learning OCaml just for the interview: 'Please don't use OCaml just because you think it will make us happy.' Most hires don't know OCaml coming in. Use the language you're most comfortable with. The functional-style thinking they value (modular helper functions, clear decomposition) can be demonstrated in Python or any imperative language.
Background in competitive math/programming (Putnam, IMO, USACO, ICPC) is explicitly valued in resumes. Jane Street's culture values mathematical depth — candidates who can't engage with probability brainteasers, conditional probability, or expected value miss the dimension Jane Street grades most heavily. Compensation is comparable to Citadel ($300-450K first year, $800K-1.2M at 5 years for standard performers) — above FAANG but with high performance filtering.