First, there's a 10-15 min call with a recruiter (another form of screening I guess) where you talk about your background and experiences.
Then, if you pass that, an online interview. If you pass it too, there are 3 on-site interviews (they pay for everything), 2 before lunch and one after.
The following metrics were computed from 28 interview experiences for the Jane Street Software Engineer Intern role.
Jane Street's interview process for their Software Engineer Intern roles is extremely selective, failing the vast majority of engineers.
Candidates reported having very good feelings for Jane Street's Software Engineer Intern interview process.