I applied through a recruiter. The process took 1 week. I interviewed at Two Sigma (New York, NY) in May 2011
Interview
I had phone interview with HR on general questions, then had 2 hour code test. The code test was reasonable and easy to solve if you deal with C++/STL data processing/number crunching on a regular basis. I was called for an onsite interview, the focus was very heavy on basic core technical topics (say OS/data structures). I definitely felt my years of experience in the financial area wasn't even looked at or asked anything about. I started to get sense that position might entail lot of generic development and I mostly lost interest because I was looking for a next step up in the ladder.
Interview questions [1]
Question 1
Data structure run times, hash table, linked list, etc
The interview process was quite straight forward. It started with a call with HR followed by an hour call covering various topics including statistics and computer science. After this I received an email that I no longer would be proceeding
Two Sigma begins by offering an online coding interview consisting of two questions. The first requires less coding knowledge but probes one's ability to think algorithmically. The second was about data science. We were given three hours to complete it.
vitural onsite interview took 3 hours, speaking with three people seperately. most of the questions are open-ended. and then hr noticed that result of the interview. should've communicated more during the interview