The entire process took about 1 1/2 week because I had an offer deadline coming up. First, I had one 30-45 minute phone interview with an engineer. Then I got invited on site for 4 ~45 minute rounds.
Round 1: Technical and relatively straightforward
Round 2: Technical and a bit more challenging
Round 3: HR Interview. If you make it this far, you passed the first two rounds.
Round 4: Interview with a manager. Very relaxed, got a tour of the Bloomberg terminal and got any remaining questions about the company answered
I heard back next day.