I applied through a recruiter. The process took 1+ week. I interviewed at Two Sigma (New York, NY) in May 2016
Interview
Coding test, phone test, and an onsite visit. You stay in the same office for entire day, and people of various backrgounds come and ask you questions. People are very friendly, but questions are hard.
Interview questions [1]
Question 1
stats questions, math puzzles, coding. Coding test before interview is quite challenging, make sure to prepare before hand as there is a time limit. Many languages are allowed -- so pick the most familiar language,
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.
