There were two phone screens with Two Sigma. The first was a simply introduction with HR. The second phone screen was with a senior scientist at Two Sigma. It took about an hour and it was VERY DIFFICULT! She asked me to explain the projects in resume in very detailed implementation and then asked about 5~7 questions about data science. Each question needs a very detailed explanation with the reason using these approaches. I have to admit it was the hardest interview I have had and I did not do well.