I applied online. The process took 3 weeks. I interviewed at Two Sigma (New York, NY) in Feb 2016
Interview
I applied this job online. Two weeks later, I received an email contains a link to online test, which testing the grammars, algorithms, data structures computer science knowledge and basic probability online in C++. The online test is challenging, since the time is not enough. After the online test, maybe one week. I received a phone interview, in which the recruiter asked some math and statistics problems and C++ problems.
1 hr of coding, 1 hr of stats/probability. The coding was fairly straightforward, the prob was more involved. Make sure you read the green book, they asked a question directly from the green book
Two Hiring Manager interview. Mainly focuses on past experiences, especially on Machine Learning projects. Asked in very detail. Also including some core stats questions and probability questions. No coding. Two interviewers are very nice.
Interview questions [1]
Question 1
Tell me about the machine learning project you recently done.
7 rounds, consisting of three technical interviews and three HM interviews, one MD interview. The recruiting is depending on the team's interest. Got rejected by the MD due to the mismatch in the experience. I guess they favor people from statistics or CS backaground.