First, there is a phone technical assessment with hackerrank. Then, if you do well, you get invited to their office for on-site interviews. There is a technical/coding assessment on the first day there as well as a tour of the office and a demo of the Bloomberg Terminal. If you do well, you get an email to return on the next day for the final interview. In the final interview there are more behavioural and system design questions.
The interview experience is great. They don't compile or run your code. The interviewers are friendly and helpful and the London office is an architecture masterpiece.