I applied online. The process took 1 week. I interviewed at Two Sigma (New York, NY) in Sep 2015
Interview
1st round HR phone screen. After a few days 2nd round technical interview with a group member. Was asked two questions and lasts 30 mins.
1. You have two time series Xt and Yt. You do a regression of Y over X and get coefficient \beta, t-stats and R2. Now you double the size of the original series with original data and do the regression with new \beta, t-stats and R2. How will \beta, t-stats and R2 change?
2. given an array of size n, find the fastest way to find maximum and minimum element.
Interview questions [1]
Question 1
1. You have two time series Xt and Yt. You do a regression of Y over X and get coefficient \beta, t-stats and R2. Now you double the size of the original series with original data and do the regression with new \beta, t-stats and R2. How will \beta, t-stats and R2 change?
2. given an array of size n, find the fastest way to find maximum and minimum element.
1. talk with HR
2. high-level statistical modeling questions
3. on-site; two rounds of coding + prob/stat questions. There are more rounds if you passed these two rounds. I did not
Interview questions [1]
Question 1
wildcard matching on leetcode. ~ 45 min time limit
Invited for online qa that lasted for 3 hours. Two coding problems that can be solved with dynamic programming and depth-first search methods. One is the classic friend circle problem.
I applied through an employee referral. The process took 1+ week. I interviewed at Two Sigma in Feb 2016
Interview
Referred by a employer. Received an email to set up initial phone interview in a week or so. The first phone interview was basic questions about my research and some behavioral questions. The hiring manager was very polite and nice and he discussed about the internship role with me. At the end of the 20 mins interview, I was offered an opportunity to take an online coding test. They used HackRank website to setup the coding test (two problems in three hours). There are lots of coding exercises on HackRank you can practice in case you get a coding test offer. Make sure you can solve those at difficult level on HackRank. I did not pass the test and received a rejection email a week after.