Jane Street might be the only place I've applied to cold in my life - I solved one of the puzzles on their site (I'm not sure how important that ended up being) and to my surprise they offered me an interview.

The technical interview was a decent bit harder than Google -- we got deeper into implementation instead of just toy problems. I remember filling the white-board walls of the room with code for a garbage collector. Even though the interviews ostensibly didn't require OCaml, knowing a (tiny, tiny) bit about OCaml garbage collection helped. Every interview was with two employees, which I hadn't seen elsewhere.

I got the offer, but ended up going elsewhere. In part, I was disappointed to find out that there was VBA involved in the role -- it was their taste in languages that appealed to me and VBA was at the opposite end of the spectrum from OCaml!

Weirdly, when I (politely) declined the offer, I never heard another peep from the company, even an acknowledgement or a "good luck". They just ghosted me. Not that they owed me a reply, it just stuck out as the process was very high-touch until that point.

I hate to break it to you, but if you're a normal developer like me (you're probably better), then you aren't getting in. There was a recent post on HN about how to be ok with not being a 10x dev or something like that. There's some good stuff in there.

Can you link to that discussion?

I interviewed for an internship as a quantitative researcher at Jane Street in college, and I can confirm it was the most technically difficult interview I went through -- certainly more difficult than Google.

I don't know about "worse", but unless things have changed in the past few years, yes, I'd say it's a "traditional" interview ("code up a rough solution to this algorithmic problem on a whiteboard/laptop"), and yes, I'd say it's harder - they're widely considered to be some of the hardest interviews in the industry, and personal anecdote for confirmation: about five years ago I interviewed at Jane Street and Google on subsequent days. The Jane Street interview was one of the most exhausting batteries of my life; by comparison the Google one was a cakewalk.

It was more or less identical to other technical interviews with an unsurprising focus on stocks when I interviewed there.