I applied through a recruiter. The process took 5 days. I interviewed at Bloomberg (New York, NY) in Jan 2016
Interview
Failed during the first round phone interview. It involves data structure and algorithm, and machine learning basics.So my advice is to brush your basic knowledge on those fields before the interview. The data structure questions are all from leetcode, if you prepared, it won't be hard. The machine learning questions are very theoretical, more about the algebra
The interview was really quick. The first step was a recruiter call that lasted about 40 mins. The second stage was a phone interview with the hiring manager, which lasted about 60 mins.
I was asked to design a model for performing a certain task. The interviewer then asked details regarding metrics, loss, model tradeoffs, etc. My model involved using a transformer model so I was asked questions about the specifics in transformers.