I applied through a recruiter. I interviewed at Two Sigma (New York, NY)
Interview
Phone Screen, take home assessment that is timed, second phone screen, onsite.
Onsite was extremely difficult. 8 Hours of paired coding. Algorithmic, modeling, and stats focused. One behavioral interview as well.
Interview questions [1]
Question 1
Sorting Algorithm, Time Series Model, Basic Regression
Typical Data Science + Algo questions. Probably pretty high variance since each interview seemed to have decent freedom to conduct their interview as they pleased. didn't make it to personality interviews.