I was first given a three-hour coding test, which went well (including the bonus problem). I then had an hour-long technical interview involving a set of data analysis questions, which also went well. I was moved onto a series of three more technical interviews. Each one was to be one hour long and they were broken down into (1) data analysis, (2) coding, and (3) statistics. About two hours before my interviews were set to begin, the first was cancelled by Two Sigma. However, Two Sigma did not even give me the opportunity to make up the interview as part of this round of the application process. My performance for this round was only based on the two remaining interviews. The first of the two remaining interviews was on coding and went well. I was able to answer the vast majority of the problem given to me without issue. The second interview was the least professional one I have experienced from any company. The interviewer snickered on two different occasions while I was trying to propose solutions to the problem. Shortly after, as he was conveying the correct solution to me, he snapped at me “You’re writing this down?”, as if I were not paying attention. On the contrary, he had my full attention and I had already written a page of notes throughout the interview. The interviewer was exasperated with me that I could solve the problem. I have never had an interview where the interviewer laughed at me or addressed me in such an irritated tone. Additionally, this was my “statistics” interview, but the only technical question given to me was not a statistics problem. While the problem involved a small amount of probability, the bulk of the problem was an “induction” logic puzzle about prisoners whose solution was a clever trick that had to be spontaneously seen. Not surprisingly, I did not progress after this. It bothers me how unprofessional the last interviewer was and how tangential the actual problem was to statistics. Unlike other reviewers here, I was never asked conceptual questions regarding modeling or statistical inference.

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.