I applied online. The process took 1 week. I interviewed at Bloomberg (New York, NY) in Dec 2014
Interview
I applied through their website and was contacted within a week. The lady called an HOUR AND A HALF later than I was scheduled. The interview lasted an hour and I was asked only technical questions. Maybe one or two questions about my previous experiences. It was mainly Econometrics and Statistics questions. Then I connected to a platform where she asked me to do some coding in SQL and C++. I thought the coding was easier than the questions.
Interview questions [1]
Question 1
Econometrics: When you are presented with a data that you suspect is not linear what do you do? What model do you use?
The interview process was through a phone call. It was very technical. The interviewer asked me several questions about probability, stochastic calculus, and what level I would rate my coding skills.
The interviewer expected a nearly perfect answer for the questions he asked and he was kindly critic about my answers.
I interviewed at Bloomberg (New York, NY) in Feb 2014
Interview
Apply on-line. I receive an email to inform me that there is a selective test held at NYC. The test was at Bloomberg's building and it covers math, statistics, math finance, finance and programming parts. The test lasted for 3 hours. Then they will contact you about the result within a week.
Interview questions [1]
Question 1
The programming part is kind of challenging for me. You'd better master at least one programming language.