Tools: HackerRank and Nexi (for video calling)
Phone screening: one technical question with an engineer over a phone call
Virtual onsite: Two rounds of technical interviews (2 engineers in the first one, 1 in the second one), HR interview, then interview with senior engineering manager. Asked in detail about my projects/internships, why Bloomberg, why I'm a cultural fit, etc.. They give a lot of time for questions, which they expect a lot of to demonstrate the candidate's interest.
No response yet whether or not I'll receive offer.