I applied online. The process took 2 months. I interviewed at Two Sigma (New York, NY) in Feb 2016
Interview
The interview process was drawn out over several months, but mostly because of my availability. First, there was a 3 hour coding challenge. After that was a phone screen with two technical questions. I was then invited to the onsite, which was all day long, and included lunch provided by them. Even though I did not get an offer, I thought the interview process was fair, with questions being pretty difficult but manageable. Also, you have to code on a computer while someone is watching, so that is something you should prepare for.
first interview was 60 minutes long with a leetcode hard question. second interview was 2 back to back 60 minute leetcode hard with emphasis on data structures. each interview had a 5 minute introduction and 10 minute at the end to ask questions
Standard medium difficulty hackerrank. The question involved decoded an encoded string. It was not something I had seen on LeetCode before and I think was unique to the company. The question was not that difficult but I ran out of time right before I could finish answering.
Interview questions [1]
Question 1
Decode a string encoded using a specific encoding algorithm.
It started of with one phone screen, then if you pass you have 2 back to back technicals, then 3 1 hour behaviorals, hiring committee, and management committee. Standard Leetcode and behavioral questions.