Phone screening, then onsite:
- The phone screening contains a mix of coding (i.e., Cracking the Coding Interview-style) and ML (i.e., "solve use case X").
- The onsite involves coding, systems design, machine learning, probabilities, and discussions about past projects and interests.
On the overall, interviewing for Bloomberg was a great experience. The questions were challenging but fair, and the interviewers were both knowledgeable and empathetic. The use cases are built to reflect real problems, which gave me a lot to think about for my own research.
More generally, everyone seemed eager to discuss and get know the candidates, which gave me the feeling that I was talking with computer scientists rather than "formally" interview. The managers spent a lot of time answering all my questions, and all the engineers will gladly share their experience.
I would definitely recommend interviewing there if working in NYC is an option.
If you are lucky, you may even see a TV shoot..