I talked to Bloomberg recruiters at a career fair at my school, and they suggested a position for me to apply online. They were at my school looking for undergrads, and I'm a soon-to-be PhD.
I applied online. Response was quick... a little too quick. I was in the airport, and they immediately sent a link to a timed online screening. I had to ask for postponement which they kindly granted.
The screening was simple. Two tests, each around 45 minutes long, multiple choice, with various questions about the details of C and C++ syntax and semantics.
A week later, the first phone interview. A week after that, second phone interview. Two weeks after that, fly in for two days of in-house interviews.
Interviews featured questions primarily on C++ semantics, C++ STL (Bloomberg publishes their own implementation on GitHub), networking, and concurrency. There were a couple of brain teasers.
Interviewers were nice, dressed primarily in polos or untucked shirts and jeans (I felt overdressed in a suit). Interviews on the first day lasted from 10am to around 4pm with no breaks, and I met mostly project leaders. Interviews on the second day were from 2pm to 5pm, with senior management and HR at the end.