I was contacted by an external recruiter. He handled all the direct communication with Two Sigma's internal recruiter. I had a phone interview with the external recruiter, then one with the internal recruiter. I was told that I was selected to move on to the next step in the process, which was another phone interview with the person who would have been my boss. A lot of chit chat in the conversation, trying to feel me out, see what kind of a fit I would be. Shortly after, I was told that I was going to move to the next step, the all day, in person interview. I took a day off from work and several deep breaths.
It was intense but not unpleasant. I was shown to a small room off of the main reception area and that is where I stayed all day, except for lunch. On the hour, every hour from 9 AM to 4 PM different individuals came in to talk to me. The questions got repetitive and a group interview might have been preferable, to eliminate the duplication. Some of the people who met with me were more professional than others. I never knew the names or job titled of some of the interviewers. Each interview was pretty much like the last: a review of my background and work history and a description of how wonderful it was to work at TS.
I must have done OK because I made it through lunch. I was told by the in-house recruiter that people who wash out leave at lunch. It was a long day, I didn't get out of there until 5 PM.
I found out later that there was another candidate I was up against who was less experienced and eventually - it took a while - I was told that they went with the less experienced candidate. Interestingly, a few weeks later I received a call from the external recruiter asking if I was still interested in TS. I said I was, very much. He said TS asked him to get in touch with me and see if I was open to discussion. I didn't hear anything for another week or so and was told that once again, they decided to go with a less experienced candidate. I'm not sure what that was all about.