my hint would be that they want to know whather you can admit to losses. People with a fu...ed-up ego are not the rigth people for a good prop trading team. Your ego should never get into the way of your trades and positions. Everybody makes mistakes and is often on the wrong side of the market. But the point is whether you can admit to your being wrong and ACT on it. Some people can admit mistakes but they do not take immediate action.
Additionally, if you are a good bridge, chess, or blackjack player then mention it!!!! That is similar to a free ticket for such job. (I mean a GOOD player).
One thing they gonna ask you for sure and will test you on (if they are any good: And you can also test their quality by checking whether they will mention this following topic and try to evaluate you on this one) is this: Prepare for questions on money management, risk management: It boils down to STATISTICS. Prepare to ask some probability questions and the like.
GOOD LUCK
P.S.> Should the firm's name, you interview with, start with Cur...and end with ....value then forget this shop . Its a ridiculous shop where you work in an office like some low-level loser. No technology, old computers, its looks everywhere as if they do not generate any money at all or they take all gains out off the firm. That is my opinion.