I applied through a recruiter. The process took 4 weeks. I interviewed at Two Sigma (New York, NY) in Feb 2013
Interview
A recruiter contacted me and setup an HR phone interview for me. The interview was like a general chat, nothing specific. She set me up for an online code test which involved solving two intermediate difficulty questions, which are not too difficult.
I passed the code test and had an onsite interview setup. I expected it to be more difficult than it was and I did not prepare adequately. The interview itself wasn't too difficult but I was rusty and it showed. They let me go after a lunch. Seemed like a great place to work.
Interview questions [1]
Question 1
They expect you to directly write code on the computer without the whiteboard.
Write a code to do regular expression matching.