I applied online. I interviewed at Two Sigma (New York, NY) in Dec 2022
Interview
Did online assessment in November. Got an invite to the virtual final round in December. The virtual final round consisted of multiple, probably 5-6 interviews. The first few rounds were a lot of brain teasers and probability/stats questions. I made it to the 3rd or 4th round where the questions were mostly data science/problem formulation/open-ended questions.
Interview questions [1]
Question 1
The questions in the final round were very open-ended and started from a very general situation like how would you select stocks to trade, how would you compare two trading tactics, etc.
Discuss in an hour on how to predict house price starting with a initial dataset. Back and forth as the discussion go deeper. Discussed model choices, variable selection, and model validation, etc.
Interview questions [1]
Question 1
predict house price starting with a initial dataset
OA: Three coding questions (Linear Interpolator, Linear regression of daily temperature by town, Efficient fitting of linear regression)
3 Technical Interviews (1 hour each): 1. Data Analysis; 2. Coding and Algorithms; 3. Domain knowledge for Phd or Core Statistics
Final round with 2-3 hiring managers and a senior manager from matched teams: combination of open-ended technical problems and behavioral questions
Purely behavioral round with HR team and a recruiter
Interview questions [1]
Question 1
First round technical interview: begin with some questions about stats/probability knowledge, and the core is an open-ended case study
Three Technical:
Data analysis
- Approach to open-ended problem
o Paper, pen
- Ask interviewer if stuck
- Systematic manner:
o Creative ideas
o Technical proficiencies
o What sort of datasets
o What sort of features
o Technical / methodology
o Start with linear model first
- No code
Algorithms
- Hackerrank
o Short, simple and clean code
Core statistics / domain expertise
- Bachelor / Masters – core statistics
o Linear regression
o R^2
o T-stat
o How they are used
o Statistics foundation
- No code
Two more rounds of intern / hiring managers:
- Mainly technical, some behavioral
o Similar to data analysis
o More targeted towards their team
o Come prepared with questions
If well, 30 min technical interview:
- Logistical interview
30 min of senior meeting with Two Sigma:
- Cultural fit
o Behavioral mainly
o Maybe 1 technical
Team match in the spring for more accurate project matching
Tested on foundational knowledge