Envié una solicitud electrónica. El proceso duró 2 semanas. Acudí a una entrevista en RBC (New York, NY)
Entrevista
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.
Preguntas de entrevista [1]
Pregunta 1
How does a Vega look graphed against the strike price?
Solicité el puesto a través de la recomendación de un empleado. El proceso duró 4 semanas. Acudí a una entrevista en RBC (New York, NY) en mar 2019
Entrevista
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.