I applied through an employee referral. The process took 4 weeks. I interviewed at RBC (New York, NY) in Mar 2019
Interview
2 rounds previous to the onsite round, with 3 interviewer asking different part of knowledge including derivative pricing, python/C++ programing, data structures and machine learning. The final round is intensive lasting for 2 hours at least. The people in the team are very helpful.
I applied online. The process took 2 weeks. I interviewed at RBC (New York, NY)
Interview
4 interviews for first round and they will decide on overall opinion. Questions were mostly on options delta, a bit of stochastic calc. C++ questions since it was on my resume. Make sure to be prepped for everything on the resume.
Interview questions [1]
Question 1
How does a Vega look graphed against the strike price?