I applied through a recruiter. The process took 3 weeks. I interviewed at BlueBay Asset Management (London, England) in Oct 2020
Interview
an external recruiter reached out and then a couple of weeks later we did an hour long zoom call with 2 of the risk managers.
I believe there would have been a final round after this (albeit virtual because of Corona).
Interview questions [1]
Question 1
Value at Risk, Expected shortfall, idiosyncratic risk.