Two Sigma Quant Research Interview

[BlueCC]

Hi,

I'm wondering if anybody interviewed with two sigma for the quant research role before? What am i expected to be asked during the on site interviews? What areas should i focus on preparing? Programming, Algorithms, Statistics, Stochastic Calculus, or Brain Teasers?

Any input is greatly appreciated!

Thanks.

 

[bubblegum]

friend of mine was asked basic questions on stochastic calculus topics like: Green Operator, Hunt's condition, harmonic measure (of a diffusion), and pathwise uniqueness. He said it wasn't that difficult and they helped with the hints to the questions, your be fine if youve taken any grad course on stochastic calculus.

 

[qing]

Thanks bubblegum.

Any other inputs?

 

[derps]

Well I would advice you to do not get worry about that. The question they will ask will be quite formal in nature. You wont have to feel confusion about that. This is the only thing that you need to know about. Hope you will do well there. Best of luck buddy.