I applied through university. The process took 5 weeks. I interviewed at RBC in Oct 2022
Interview
Applied through school resume book. Done coding OA and characteristic OA. Received first round 30min phone call in 2 weeks. Then Superday after 2 weeks from the first round. It is a relatively quick and met very helpful recruiters during the process
Interview questions [1]
Question 1
How would you view the market? Derive the BSM formula from scratch.
I applied through university. The process took 2 weeks. I interviewed at RBC in Mar 2023
Interview
Received a phone call of 30-40 minutes, no coding. Only contains options and fixed income derivatives pricing. If you have a good foundation on these topics you should be able to answer these questions, but I did not advance through this round.
Interview questions [1]
Question 1
Why are options priced under the risk-neutral measure
Coding test through codility -> 1st round zoom with director -> superday of 3 30 min calls with people across the desk, received an offer the following week, overall not too tough of a process but one interview they were just trying to intimidate the whole time to see how I reacted
Interview questions [1]
Question 1
Asked to quote random market prices: oil, EUR/USD, S&P...
