As someone who have worked in quant firm when people are losing money they go mad.
Usually, interviewer wanted to put me into high pressure/stress mode to see if i could still function rationally.
Not everyone does, i also saw guys who choked or started bleeding or lost their temper and became violent literally when put under pressure. If the job has such environment - interviewer must test whether you fit in or you'll be better staying out of it for your own good. Cheers!