I interviewed with Two Sigma for a general, experienced Software Engineering role at the NYC location.

Applied online and talked to recruiter to schedule online assignment.
Completed that and then scheduled a technical phone screen.
Got a reject few days after that.

Online assignment questions:
https://leetcode.com/problems/longest-string-chain/
https://leetcode.com/problems/friend-circles/

Technical phone screen:
What is a hash map and how does it work?
What is bandwidth and latency?
What is the difference between a process and a thread?
Design an class that acts like this problem: https://leetcode.com/problems/random-pick-with-weight/

It was a challange to design a class on picking random weights based on the proportion to their value.