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Growing thick skin usually comes with life experience. Having all manner of shit thrown at you toughens you up and it becomes easier to deal with the next time around. Like a boxer who gets punched in the face the first time vs. the hundredth time. Banking certainly flings its fair share at you - take it in stride, know you’re not alone in feeling this way, and know that it gets better with time. You’ll get your confidence back.

Keeping perspective is also important. You’ll learn to prioritize when and where to give a fuck. Don’t worry.

Grow up playing CoD and CSGO.

All jokes aside, it will come from life experiences. I personally had what many of my friends consider a “rough childhood” so it’s very difficult to actually bother/upset me. I think I always try to have perspective and remind myself that things could be significantly worse. It’s cliché but works for me

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Step 1: Realize it does not matter what kind of student you were, it only mattered for getting the job

Step 2: Stop being a gigantic pussy that cries about work, do it and do it well

Step 3: Learn how to control your emotions, crying over anything that isn't a massive personal loss or intense physical pain is pathetic

Step 4: Make time for lifting heavy things and doing cardio, exercise lowers stress across the board

Grind it out.

I'll echo the stoisicm point above--helped me tremendously. Also, surround yourself with confident people, ask them why they are confident, and then mimic their actions. You'll find yourself quickly getting confident and growing thick skin.

Topical steroids, derma rolling, consistent heat exposure.

Learn to ride horses

Aerobic and anaerobic exercise has had proven results in helping with anxiety. Physical and mental stress activate the amygdala, in slightly different ways but training hard over long periods of time e.g. long runs, long rucks, long grindy WODs will all condition you mentally.

There is a reason military selections are incredibly physically taxing, you can’t really replicate mental stress, so the way to do that is to put you under immense physical stress and force you to make decisions.

Happy to chat more on this.

Thick skin in reverence to ?

Thick skin comes from experience and circumstances. In short, life will throw you many curveballs. If you haven't experienced much of that yet, you've been fortunate but that fortune doesn't prepare you for the tough parts. Success in life is more to do with how you handle difficult times vs. always winning. The old message of "get up, dust yourself off, and get back on that horse" is how one is truly measured. 

I like the idea (upthread) of doing hard things to challenge yourself. Nothing dangerous but get way out of your comfort zone. Be prepared to fail, have setbacks, etc. Once you are able to persevere, your new ability becomes your new normal. Keep on moving the bar. It's a good way to live and will give you an inner confidence to deal with many of life's challenges.

I think there's some misalignment here

You say you went from being a top student to someone who cries when reading IB materials... But my question is, when has being a top student ever equated to a thick skin and / or confidence? Sure, being a top student may make you confident in your studies, but that doesn't necessarily mean you're a confident person (e.g. confident in a new group of people, confident dealing with conflict, etc.)

What I think's happened here is you've gone from one scenario to another in what, ostensibly, is similar circumstances: reading some material, attempting to understand it, and then using that understanding to action something

The difference, however, is whereas you felt confident before, now you don't - and this (and I'm reading between the lines here) is because formerly that "actioning" was writing a report by yourself under your own terms, whereas now that "actioning" is driven by someone else, who's asking something of you, and - having likely always received praise for your efforts - you're now often getting little to no affirmation, or - at worst - criticism

So while there is a "thick skin" element here, it seems (from my pseudo-psychiatrist leather wingback I'm now reclining in, smoking a pipe) that it's more so a confidence and self esteem issue

There's no immediate fix for this - as a lot of the other commentators have said, thicker skin comes with time and experience, and cannot be manufactured over time (although you can, of course, expedite its development through reading relevant books, doing physical exercise, playing team sports)

What, however, you can do is try and change your mindset

Instead of negative feedback being a reflection of you as a person, it's simply a reflection of your work at this stage in your career: see it as an opportunity to learn and improve

Trust me, a senior who delivers criticism of your work, but sees a steady and consistent improvement in the quality of that work over time (requiring less negative feedback as time goes on) without any pushback from you will grow a huge amount of respect for you and will see you as a hardworking and trustworthy team member