I interviewed at an investment bank in London and they asked me pretty hard questions. One was to implement some multithreaded producer consumer thing in C++. I can't remember the details but it was... well you know how writing multithreaded C++ is. I was allowed to look up references at least. Took me maybe 20 minutes and the whole time the interviewer was just sitting on his phone while I wrote it.

Weird experience. Didn't get that job (probably for the best tbf).