Extremely disappointing experience. The first interview was coding, and I solved everything and it went well. The second was data analysis, and it was the worst interview of my life. The interviewer just wanted to humiliate me.
He started by mentioning that one of the numbers in my resume is too good to believe, and hence he'll give me a negative point. After that, tried to prove another project I did is 'not significant', FYI, It is a competition where people won $100k award. After that, asked a few questions, interrupted while I answered, and demanded that I accept that 'I'm wrong' without letting me finish the answer. To give an example, when I mentioned MSE loss function doesn't work well with outliers he tried to prove MSE is the best, and outliers won't matter. Lastly mentioned that since I couldn't complete answering all the questions he had in the given 25 mins time,(because i was answering the follow-ups he had on every question) he'll give me negative feedback.
When I asked about work, he just said he won't tell because of privacy, not even about the team culture, and higher-level work.
I've heard that Two Sigma canceled a lot of interviews this year but didn't expect that they'd conduct such an interview. I've interviewed with Citadel, Point-72, and such firms and none of them behaved in this manner. Extremely unprofessional behavior.