I applied through a recruiter. The process took 4 weeks. I interviewed at Bloomberg (Londres, Inglaterra) in Sep 2012
Interview
There are 5 stages of interview. First one was telephonic interview. It was purely technical - c++, databases, unix. Next stage was face to face interview. Second interview was f2f and purely technical which lasted 2 hrs. At the beginning of this interview, I was told that whether I have more interviews or not will depend on how I fair in this interview. Second f2f was with the manager of team which lasted 45 minutes. It was totally CV based. Third f2f was with HR, it also lasted one hour and consisted of typical HR type questions and CV based questions, it was almost repetition of second f2f. Last stage was telephonic interview with NY team. I have really bad experience with this interview. The interview was arranged for 10 PM on a Friday night and the interviewer did not call. It was rearranged for Monday night. Even then, he did not apologise for not calling on Friday. Also, the way he started the interview it seemed he had really made up his mind not to take it. Asked me a very vague scenario based question and when I asked questions he replied u have to decide that for everything and finished the interview abruptly.
I applied through a recruiter. The process took 5 days. I interviewed at Bloomberg (New York, NY) in Jul 2010
Interview
Interview consisted of a telephonic first round, then was flown in for in person technical rounds. Fairly run of the mill interview process. Be prepared to write code on pen and paper though for fairly straighforward problems.
Interview focused on problem solving, basic algorithms and data structures. Then a bunch of questions on c++/c#.