I applied online. The process took 3 weeks. I interviewed at Bloomberg in Nov 2009
Interview
I applied online and got phone interviews notice in few days.
Two phone interviews. First one asked some probability questions, financial math questions, resume questions. Second one asked graduate level math: complex analysis, fourier analysis, numerical methods, C problems. On the day second interview ended I got onsite interview notice. They worked quickly.
Interview questions [1]
Question 1
what's a brownian process? what's a possion process