Quantitative Research & Modeling covers a diverse set of disciplines, ranging from simple statistics, to complex theoretical mathematics, to cutting edge machine learning techniques.

A few more things to expect:

Plan for a full day: We cover a lot of material, so plan to join us from 9am to 6pm.

  • The morning is more technically focused: In no particular order, we’ll discuss most of the topics mentioned below, though the depth expected in each is dependent on your background. We always cover data analysis- how you understand and analyze data sets, and generate and test hypotheses. Then, we’ll usually dive into statistics and math, discussing topics like point estimation, regression techniques, machine learning algorithms, and probability. Not to be forgotten, we’ll always spend some time learning about your familiarity with coding and algorithm development.
  • Lunch is to get to know each other: After the morning sessions, we’ll take a break and you’ll go to lunch with a few Two Sigma employees. During this time we’ll compile the feedback from your morning interviews and make a recommendation on whether or not you’ll be continuing along in the process.
  • If you join us for the afternoon, we’ll cover the rest: Your afternoon will consist of additional interviews that cover a wide variety of topics to further gauge your skills, previous experience and interests. You’ll meet any hiring managers that had an interest in your background. These meetings typically last an hour each and you will likely be asked to discuss specific projects and contributions you’ve made in previous roles.

Our interviews are practical: We’ll explore areas of your knowledge and experience through discussion and problem solving. You’ll work with your interviewer to think through problems and best approaches to solve them. Remember, your interviewer is there to guide and brainstorm with you, so please ask questions when you need clarification and be receptive to hints and feedback. Communicate your thought-process as you work through the problems so that your interviewer can better help facilitate the discussion. Collaboration is very important at Two Sigma, and we want to see that you can contribute in this type of environment.
We’re keen to know what you’re interested in: We’ll ask about your experience and passions (academic and/or professional). What better way to find out about you than to ask about something you’re invested in? If we ask you to discuss something that’s confidential don’t feel pressured. Just let us know and we’ll ask a different question, we understand.

How to ace your modeling and trading interview:

  • Stop and think: Think about and analyze the problem before diving right in. Don’t be afraid to ask your interviewer to clarify the question. Check in as you begin working on the question so you know you’re headed in the right direction.
  • Don’t be afraid to give a “first pass” solution and then iterate: If you have an approach that’s not great, share it with us and discuss why it’s not the best. You can work from there to improve your answer.
  • Show us your thinking: Your thought-process matters to us, and we can’t see you think. Use a pen & paper, a whiteboard, or simply talk it through.
  • Take hints: Our interviewers want you to do well and are happy to give you hints if you get stuck while developing your solution.

Check out our mock interview: