Summer Intern applicants have rated the interview process at Two Sigma with 4 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 100% positive. To compare, the company-average is 43% positive. This is according to Glassdoor user ratings.
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First, a CodeSignal assessment. Then, a technical and behavioral interview in NYC. I didn't make it past the technical portion so I can't tell how it is after that.
Interview questions [1]
Question 1
Technical questions related to simulating the stock market i.e. random walks among others.