I was referred to Bloomberg by a friend who they had offered a job.
The first step was a phone interview which was somewhat easy. A few technical problems only, followed by being prompted to ask him any questions I had. In other words, the usual.
A few days later they asked me to fly to New York for an onsite interview. I had two interviews that day, both with two developers. I thought I did rather well, but apparently I did not, as shortly thereafter someone arrived to escort me from the building, telling me they'd be in touch over the next few days.
Two days later I got an email saying they weren't going to give me an offer.