I had experience with functional programming, and I had applied to Jane St as they use Ocaml internally. First round of phone interview consisted of questions on functional languages and functional pearls. Second round of phone interviews involved 3-4 puzzles and algorithm questions. After that I was invited to their company where I had 2 interviews; one involving puzzles/quants and a programming interview based on a concurrent framework. Interviews were fun, though in the end it didn't work out.