Choose a weakness that isn't relevant to the role for which you are applying, and also choose something that you can demonstrate that you've worked on and improved upon; Something that you can even spin as a strength, ex. "In the past I've tended to have unrealistically high expectations of my colleagues, I've addressed this by making an effort to not judge everyone by my own standards and work ethic" And of course, choose a strength that will highlight your suitability for the role, if a finance role, talk about your analytical skills and have an example (or 2 in case you need to give a 2nd example) to back it up with.