I applied online. The process took 2 months. I interviewed at Bloomberg (New York, NY) in Dec 2009
Interview
Applied through the website. Interview process consists of 4 stages. First an online assessment test, then two interviews and one on site interview. Mostly mind teasers until the on site interview
Interview questions [1]
Question 1
A lot of database questions during on site interview. They didn't like that I used Matlab instead of C++