Senior Risk Analyst applicants have rated the interview process at RBC with 3 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 100% positive. To compare, the company-average is 70.6% positive. This is according to Glassdoor user ratings.
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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.
Interview questions [1]
Question 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.