Jane Street Capital (world-class FP shop) is famous for two things: a) having a ridiculously hard interview, and b) hiring the best of the best. their interviews are blogged all over google. they ask everything from "three bags - apples, oranges, mixed; all mislabeled; how many guesses do you need to label them properly" to "implement a perl-style regular expression parser. on the whiteboard. in 45 minutes."[1]
i'm not sayin' i dig the puzzles, but I've read a few of their whitepapers, they are definitely better engineers than I am. and if i ever decide to interview again (once upon a time i insta flunked a phone interview), you can bet i will be a godly puzzle master. no matter the outcome, i bet i learn something about why they ask the questions they do.
[1] https://www.quantnet.com/forum/threads/detailed-in-person-ja...