They studied math, so it was probably for a quantitative finance job where I've seen (quite a few!) other people talk about similar interviews. Stuff like computing standard deviation confidence intervals or deciding which of two strategies are higher expected value with only mental math and a few seconds of thought.

This makes me skeptical of his claim that he is actually slow. I think it's like he felt like he couldn't keep up or imposter syndrome, but this is true of the vast majority of people. Most people find those interviews hard. That is the point...they are supposed to be challenging.