It is not widely known that in interviews for finance positions on Wall Street that it is typical to ask "brainteasers".
The goal is to see how you react to an unusual technical situation when under pressure.
Here is one that was directed last month at an SUU alumnus I mentor:
Suppose you had one million cans lined up with a 7 digit integer number under each can. What is a good method to find if the can numbered 0047000 is in the lineup? The only information you were told was that the numbers 1) start at 0000001, 2) the cans are ordered from smallest to largest number, but 3) numbers may be skipped. (Hint: a 7 digit number can go much higher than one million.)
(I cleaned this up a bit so that I could use it as an exam question for a senior level class). Post answers to the comments.
FWIW: He got the offer.
I'll be posting more of these in the future, but you can also go and buy this book for a collection of somewhat older questions: