I applied online. The process took 2 months. I interviewed at Bloomberg (New York, NY) in Jul 2012
Interview
2 phone interviews and then an In-House interview. The 2 phone interviews required a test to be completed and demonstrate your design process and solution via phone. The In-House interview process was the same thing in more depth with the entire interaction design team.
Interview questions [1]
Question 1
The questions weren't difficult. It's what one would ask an interaction designer. Background? Resume? Walk me through your design process on this project you worked on. You get the gist.