I applied online. The process took 4 weeks. I interviewed at Two Sigma (New York, NY) in Oct 2017
Interview
There is a clear discrimination at this firm! If you are not from one of the top universities like MIT, Stanford, Caltech, or Cornell, do not even waste your time interviewing with them! No matter how well you perform in their long process interview, and how good you are at your research, you do not have a chance! The HR asked me who my PhD advisor is? Well, you are gonna hire me not my PhD advisor!
Their interview process is pretty long:
1) phone screen with HR
2) coding competition on HackerRank. Two medium level questions with 3 hours time
3) phone interview with a manager
4) onsite interview which had 6 technical interviews ( each one hour), lunch with employees, and one HR. Each interview includes 3-6 questions about probability, statistics, ML, coding, and linear regression.
Interview questions [1]
Question 1
Probability, statistics, ML, coding, and linear regression
I interviewed on zoom with three different interviewers. The first was talking to a recruiter about interview processes and why I am applying and going over my resume. The second was with a quant researcher about my resume, past research and domain knowledge and technical questions. The third round was with another quant researcher about past research and some more technical questions. I didn't proceed after that.
Interview questions [1]
Question 1
statistics and regression questions and some math brainteasers
The interview process typically starts with conversations with team members, followed by three rounds of technical interviews focused on data analysis, coding, and statistics. Each round includes follow-up questions that probe deeper into the candidate’s reasoning, methodology, and ability to apply concepts under realistic problem-solving scenarios.
Interview questions [1]
Question 1
one question about citi bike problem, one about correlation
Interview mostly consisted of conceptual ML questions and general experience, with no coding. The interviewer was super nice, but they were looking for more experienced candidates, which my years of experience didn’t quite qualify me for.
