It started after a recruiter reached out to me after I submitted my resume into the GHC (Grace Hopper Conference) resume bank. They invited a few of us in the Boston area to a nice dinner, during which two female engineers tried hard to sell the company to us. Then, there was a online assessment, questions are easily found online. After that I received notice very quickly that they'd like to schedule a 30-minute in-person interview with me at GHC, where I code on the computer alongside an engineer. That one was the hardest problem throughout the process regarding regular expression. I was only able to get a brute force solution with a lot of hints from the interviewer. Afterwards I was really certain I have failed so I didn't think much about it. Two weeks later I received notice that Two Sigma would like to schedule a phone interview with me. I was surprised, but went on with the interview anyways. I prepared extensively for this one, and it paid off. The interviewer asked standard questions that can easily found online. Then again, very quickly, I received notice that I moved on the final round - at this point, I am exhausted by their interview process, but I decided to go anyways because I get to go see their NYC office.
It was a very last-minute trip, so I was pretty frazzled. They paid for airfare and hotel. Hotel was quirky. I went in to the interview the next day. On a whiteboard I saw 9 names. I knew they weren't going to hire 9 interns, so they knew that some of us would be sent home with no offers. I also remember multiple people say throughout the process, 'our internship is more competitive than our full-time job because there's less slots available, please try full-time if you don't get internship'. The first one went okay, I had to code in a new editor on a new computer, which slowed me down. It was also uncomfortable to have someone else look over my shoulders when I'm coding. I had a few bugs in the program, which my interviewer corrected. He seemed happy at the end. The second interview didn't go too well, I wasn't able to solve the problem. It was a tricky data manipulation problem, not at all related to algorithms. I think I could have done it if I were given more time and space to think. But maybe they were expecting people to be able to solve it under pressure in an hour. After that I was taken to lunch with two engineers, one of which tried hard to sell me the company, constantly comparing it to 'Google/Facebook', etc. I didn't have the hard to tell them that I already had an offer from Facebook at that point.
When I returned from lunch, a recruiter I have never met before sat me down and told me that I was not selected. I was a bit sad, but grateful that they told me so quickly so I can get on my way. I ended up shopping some boutiques in the afternoon. Thankfully they gave me an umbrella as a swag, otherwise I would have drowned in the rain.
I emailed the recruiter a week later about feedback and reimbursement. No response. I don't think I'm getting reimbursed.
tl;dr: excessively long process (I had 4 screens for an internship, I only did 2 rounds at Facebook and got the offer within a week), overall nice recruiting process.