There's no point, they very explicitly don't expect candidates to know OCaml before joining. You can interview in just about any language you want.

I wonder why every time I search for a functional programming related concept, Jane street always pops in the search results

Any tips to crack a JS interview? You seem to be employed there.

There are blog posts by them regarding that. Might be of use to you.

https://blog.janestreet.com/interviewing-at-jane-street/

https://blog.janestreet.com/what-a-jane-street-dev-interview...

https://blog.janestreet.com/jane-street-interview-process-20...

https://www.janestreet.com/join-jane-street/interviewing/

Not the OP, but I failed at a Jane Street interview for their UK office.

Get updated on algorithms and data structures, Google interview style.

I wasn't (having been around for a few decades), and while I still managed to swim, failed to impress.

Are you going to keep trying?

Nope, it was a different phase of my life and I don't plan to go into UK any longer.

Plus I am not keen in companies that follow Google hiring practices.

The ROI is worth it, probably.

Probably, but they aren't the only ones in town if ROI is the thing you care about.