Bloomberg visited the career fair of my univ in Sept. I visited their booth and was asked some questions about resume and data structures like the intersection of two arrays. I was asked to give very specific description of how to solve the problem. I then was asked to apply on their website.
2 month later, I got an email for a phone interview. However, it was delayed by another month, because of Sandy. The phone interview is all tech questions about algorithm, data structures, and probability.
After a week, I was invited an in-house interview. Since I am in NY state, they refused to book me a flight to nyc and asked me to take bus.
The interview was in their headquater in manhattan. I faced 3 developers. And the questions were all technical. I failed in one brain teaser, so I didn't get inot the next round.