I applied through a recruiter. The process took 2 weeks. I interviewed at Two Sigma (New York, NY) in May 2010
Interview
I had very pleasent talk with two poeple from their research department. Each lasted about one hours. I was asked pretty much everything I put on my resume. There was also a code test after the first phone inerview. The second phone interview was followed the code test. I though the second one went as well as the first one, but they never contacted me after it.
Interview questions [1]
Question 1
describe a strategy you made that you think it is truely different from others. Why?
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.
