Hollywood dreams come true for soap star Margot Robbie

“They were trying to figure out how to get the shadow off my face and I knew it was being created by his head – so I moved it,” says the Australian who plays DiCaprio’s trophy wife in the darkly comic The Wolf Of Wall Street.

Based on the memoirs of Jordan Belfort (DiCaprio), a New York stockbroker who, along with his merry band of brokers, made a gargantuan amount of cash in the early Nineties by defrauding people of millions. The film follows their outlandish pleasure-hunting and the result is an epic three hours of orgies, drug-taking and outrageous spending, until Belfort gets his comeuppance.

“The less time you have to overthink things, the better,” says Robbie, who strips off entirely in the film.

Paying tribute to the “fantastic” lighting and make-up, she says stripping wasn’t the biggest challenge. The hardest thing was walking onto “such a huge, fast-paced chaotic set with arguably the biggest director and actor of our generation.

“And then play a character that has the biggest personality and all the confidence in the world, when you feel like you have none at all,” she adds. “You’ve got to act like you rule the room.”

She plays Belfort’s second wife, a Queens princess called Naomi. Robbie might not share the same background as her glamorous character but there’s a similar toughness and sense of ambition. “I dream big,” as the actress puts it herself, which is why she’s wound up starring alongside another Hollywood heavyweight, Will Smith, in forthcoming movie Focus.

“Will and Leo are known in the industry as being, well, two of the biggest, but two of the nicest guys ever, despite their humongous profiles, and both managed to exceed my expectations.”

She especially enjoyed working with DiCaprio in such close quarters. “Leo’s very committed. I could go in any direction and he’d be right there. It pushed me to take more risks, because he was,” she notes.

And it helped that he was so easy-going. “My friends and family who got to meet him all walked away amazed by how incredibly normal he is.”

Another person singing the Titanic star’s praises is Superbad’s Jonah Hill, who stars in the movie as Belfort’s right-hand man Donnie Azoff.

“I got an opportunity to meet with Leo and give him an impassioned argument as to why I had to play this part,” says 30-year-old Hill. “Azoff is someone I felt represented what was wrong about certain elements of society and I wanted to bring him to life.”

The task took its toll, though.

“You know the scene with the goldfish [he eats it], and he throws a cigarette at a kid and makes him cry? It’s really degrading and I have a hard time with stuff like that.”

When the screenwriter Terence Winter, who also penned The Sopranos and Boardwalk Empire, watched the final cut, he found it jaw-dropping, saying: “It was exactly what I’d written, yet I couldn’t believe the level of insanity and intensity and hilarity. Just the level to which all of these actors committed was astounding. It was a tsunami of craziness.”

The Wolf of Wall Street is out on general release from today. See page 12 for a review of the film.