When I accepted their interview, they gave me some difficult integrals to solve. It felt like defusing a bomb, because the trick is to solve the mathematical operations and give a reasonable answer. In addition, you are likely to encounter questions about infinite series and probability.
But more importantly, it's not about the questions themselves, it's the 'Goldman Sachs style' interview, which is common throughout Wall Street. They will ask you a series of questions, each one harder than the last, until you reach your limit. Then they will make you stay there for a few hours. In addition, companies operated by Goldman Sachs and former Goldman Sachs employees often subject you to multiple rounds of interviews to observe how you perform when fatigued or under pressure.
The question is about mathematics, but what they really want to know is how you will react when pushed to the limit. So if you answer a question immediately, they will come up with a harder one.
I find math competition books useful. Remember, knowing the specific answers to questions is not helpful, but spending time on a large number of challenging math problems is more useful, especially those involving combinations and probabilities, so you can usually stay in a good state.