It's a pretty long process, from start to finish it took about 3 months. First step is the video interview. You answer about 5 questions and record your answers. The questions are pretty standard like why Bloomberg, what's Bloomberg's main product, describe a time you...Some of the other posts here list some of the questions. I would prepare for the questions because you only get one time to practice for each one. Then, they email you and set up a superday at their offices. They help pay for everything which was really nice. The superday has 3 components. 1) They split the candidates into two groups and everyone reads an article. You are given time to discuss the article with your group and each group has to argue yes or no based on the article. Then the candidates come together and have a 15 minute debate. The actual article doesn't matter, I think it was more about working together and coming up with a solution. 2) The second part is a 30-minute online quiz. The quiz just covers basic probability questions and some coding. If you've ever taken a stats class and know some coding, you're good. I just brushed up on basic SQL queries. 3) The last part is probably the hardest. It's a 15-minute interview discussing workflows. There's two interviewers (one is silent and just observing). The other is there to talk you through the workflow. Basically, you want to make the process as efficient as possible and I kind of just bounced off ideas and talked them through with my interviewer. I don't know if there's a wrong or right way to about this but you're supposed to explain and focus on the why of everything you say.
After the superday, I heard back about a week later for a short interview with one of the teams. It was a standard behavioral interview (tell me about yourself, why Bloomberg, describe a time you..., etc). Then I had another interview about another week later with the manager of the team. Again, it was a 30-minute standard behavioral interview. The manager did ask me some slightly harder questions but it was mostly behavioral. A week later I got the offer.
I'd say the interview process is definitely kind of long, but I think it was a good way to get to know the company. They really take the time to make sure candidates understand Bloomberg. At the superday, analysts had a lunch with the candidates and they were willing to answer whatever questions we had. The honesty was refreshing and everyone was super friendly. I would just be calm, practice basic behavioral questions, and take the time to research the company.