Coding problems seemed more implementation intense, it seems the interviewers have a strong emphasis on writing clean, understandable code. Communication and collaborating with the interviewer also appears important, solving the problem perfectly doesn't seem to be as important as you might expect. One of the system design interviews was walking through a system you developed (I believe system design questions are only asked to lateral/experienced applicants). I was not asked any explicit behavioral questions outside of the typical ones you might expect when retrospecting during the "walk through a system you developed" interview. I am told Jane Street doesn't have behavioral rounds for engineers in general.
Sigiloso
A word of advice I'd give to candidates is if the interviewer points something out, or asks a question about your approach/code, pay close attention to what the interviewer is saying and think critically about it. It almost always means they think something is wrong and they're usually right about it. Even if your code is right, it likely means your code was too difficult to understand, consider adjusting it to make it easier to understand. Do not be dismissive of the interviewer's concerns, make sure you fully resolve their question.