Interview puzzles is the best way to check person's analytical skills. In investment banking job you need analytical skill to perform day to day job. It is not only applicable to traders , but some level of analytical skills is required by people who are developing these systems for understand business. Now a days it is become common practice to ask 1-2 puzzles during investment bank interview to check the candidate's analytical skills. The best way to clear this round is practice common puzzles and understand the logic to solve them.