Jane Street Software Engineer Interview Experience — Onsite System Design on Orderbooks, Rejected Before the Coding Round

Real-time report from the London office. The OA and first-round phone interview are already covered elsewhere on the forum, so this is just filling in the details on R2 and the onsite.

R2: a coding interview (sort trade) — this one's also up on Glassdoor. Compared to a typical algorithm question, the setup was closer to "how would you implement this feature in a trading system," testing your logic and how familiar you are with the business domain. I'd done something similar during my internship, so I passed.

Onsite: two rounds of system design (not totally sure that's the right label) and one coding round that I never got to because I was cut before I reached it. Both rounds were orderbook questions. The first was about what messages need to pass between the trading system and the exchange. The second was about data validation — assume you've got a handful of DBs, what logic do you need to check to make sure all the data follows the orderbook's logic? Both rounds were about 90% talking.

Some complaints about the onsite: they gave us a tour of the office before the interviews started in the morning. Honestly, once I saw how homogeneous the office looked, I already wanted to leave. The whole vibe was very Oxbridge, and during the Q&A I learned that this role might not even get you writing code most of the time — it's closer to a Business Analyst position. Felt like I wasted most of the day.

Still, in the spirit of making the most of it, I spent a good chunk of the second round and lunch talking with employees about OCaml (I work in formal verification). Got a lot of useful guidance out of it, and I'm grateful to the kind interviewer who gave me pointers on my graduation project. Got rejected in the end, but it wasn't a total waste.