An article on Jane Street and its ETF arbitrage traders
Interesting stuff:
- Here is a small sample of Jane Street's main traders: Tao Wang (doctorate in philosophy and finance from the National University of Singapore), Min Zhu (master's in chemistry, Columbia), Brett Harrison (master's in computer science with a focus in artificial intelligence, Harvard) and Srihari Seshadri (bachelor's in computer science, Carnegie Mellon).
- Writing computer code, or at the least being conversant in the firm's program of choice, OCaml, is a requisite for all traders.
- Jane Street has acquired a reputation for being perhaps the toughest interview in Silicon Valley and on Wall Street.
- This is in part because the firm hires only a handful of new employees each year. To survive, candidates have to ace brain-twisting math riddles and game theory tests.
