First time, guy asks me how I'd do some problem, I talk him through it, I mention there's an easy O(n^2) way but with a bit of thinking there's probably an nlogn way. He doesn't want to let me think for half a minute, just rushes me into the inefficient solution. So I do that, and at the end it's "oh I think there's a better way".
Second time I've been through a bunch of rounds, 3rd party recruiter calls me to ask to go into the office to meet the boss, to discuss terms and numbers. I get there, he wants to code some BS algorithm on a piece of paper. I do the whole thing, he finds a bug. Won't tell me what it is. As far as I can tell, he isn't a compiler. So I search around a bit, find the bug, whatever, I don't get why he can't just let it go when we've talked through the algo. So we go on, second problem, I nail it again. Again there's some bug. I tell him listen, if this wasn't on a damn piece of paper in crappy handwriting, it wouldn't be a problem. Why are you trying to hire a head of trading technology using a piece of paper and a pen?
Didn't get the job, funnily enough.