Ho sostenuto un colloquio presso RBC (Toronto, ON)
Colloquio
Process was very straight forward and well explained.
Lots of math/stat questions (Greeks, hedging greeks and pros/cons of BS models for option pricing).
They do want candidates to know Vol Surface and smiles/skews.
Domande di colloquio [1]
Domanda 1
Tell me when it is okay to use plain implied vol to price certain options and when it is good to use vol surface to price options.
