I applied through a recruiter. The process took 2 months. I interviewed at Two Sigma (New York, NY) in Sep 2021
Interview
Transparent, fair, rigorous process with excellent communication and opportunities to ask questions. Good balance of HR process management and line-of-business management. Significant number of phone / Zoom calls with different members of the team, the team leadership, and other relevant parts of the company. Case study portion of interview was on-point.
Interview questions [1]
Question 1
Focus on fit with cultural environment / approach.
I applied through university. The process took 1 week. I interviewed at Two Sigma (San Jose, CA) in Apr 2016
Interview
Fairly tough phone interview with a mid-level investment researcher. Involved a couple questions that we spent a long time working through since I didn't know how to compute them fully myself. We didn't really cover the basics at all. Didn't get to any coding stuff either, but the line of questioning could easily have gone in that direction. One thing you will definitely want to be up to date on for this interview is your portfolio theory!
Interview questions [1]
Question 1
Given a portfolio made up of equal parts of two assets that have covariance of y and each of which have x volatility, what is the overall portfolio volatility?
