I applied through a staffing agency. I interviewed at Two Sigma (New York, NY) in Jan 2021
Interview
Their recruiting department is highly unprofessional and unorganized. I went to an onsite with them only to be ghosted and never hear back -- really unprofessional, especially after a full round of onsite interviews. Their lousy HR department aside, the research employees seemed nice, easy to work with, and knowledgeable.
The process consists of an online assessment, a phone interview, then an onsite interview.
The onsite interview consists of at least 6 rounds. You have 3 rounds in the morning, then take a break for lunch. The morning rounds are technical. If you pass the 3 morning interviews, then you continue -- otherwise, they send you home early. I passed the morning interviews -- the afternoon interviews were with the hiring manager, senior researchers, and the department head. Ultimately never heard back from them afterwards.
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.
