went through the jane street data engineer interview loop earlier this year, nyc role, sharing what i saw since there's almost nothing out there on this specific track.
the recruiter screen was light, basically just timeline and interest. then they sent a take-home SQL exercise. not a toy problem. they gave me a schema representing something like a trading event log and asked me to do window functions, CTEs, some aggregation logic with edge cases around nulls and late-arriving rows. had a 72-hour window but it probably took 4-5 hours of real work if you want to do it well.
technical rounds (2 of them, both live): first was more SQL/data modeling. they had me design a schema for tracking order flow across markets, talk through partitioning strategy, indexes. real questions: "what happens to your query if this table has 10B rows and that join key isn't indexed?" second was pipeline design. draw out a streaming vs. batch tradeoff for some scenario. they referenced kafka and flink by name. i don't think you need to have used flink specifically but you need to understand the stateful stream processing concepts.
there was also a coding round, python. not leetcode hard, but you're writing real logic: parsing, transforming, handling some gnarly input format. they care a lot about clean code and will push back on shortcuts.
no behavioral rounds in the traditional sense. there was some conversation about projects and how i'd handled ambiguity, but it wasn't structured STAR-method stuff. more like normal technical conversation.
things that seemed to matter: understanding data freshness vs. latency tradeoffs, not just knowing the vocab being precise about what "at-least-once" vs "exactly-once" means in practice asking clarifying questions before designing anything. they rewarded "what's the acceptable staleness here" type thinking.
did not get the offer. debrief said coding was strong, system design was ok, SQL exercise had a subtle correctness issue i missed. honestly fair feedback.
if anyone else has done the DE loop here, would love to compare notes.