I applied through an employee referral. I interviewed at Bloomberg
Interview
It was my second Skype interview. First one was also via Skype and was pretty easy with general questions about different techniques in Machine Learning and simple C++ questions. This time two members of the team participated in the process. There were more specific questions about ML and more specific in C++
Interview questions [4]
Question 1
How do you implement feature selection in text classification?
General C++ questions: exceptions in constructors / stack unwinding, step-by-step creation of objects (order of constructors & members initialization), virtual inheritance. Specific question - can you use 'auto_ptr' in vectors?