The first round is an initial phone call from the recruiter to get a general sense of your background, experience, and personality. And to gauge your interest and knowledge in Bloomberg.
The second round is a HireVue Video Interview Recording. It's 5 questions, mostly behavioral.
After this, I was notified a few weeks later that I have been rejected. But strangely, 2 months later they reached out inviting me to a superday saying that they recently realized they were able to bring in additional candidates.
All the other reviews here on Glassdoor about their Superday is accurate. They give you a wonderful tour of the building, then you shadow an analytics rep, go through an interview simulation where they put you on the terminal and you must answer "client" queries. After this, you get two back-to-back interviews, 30 minutes long, with a team leader from Sales, and another team leader from Analytics. Be sure to have your "Why Bloomberg" answer tight and convincing!
After the Superday, if you did well, you will get contacted for a final round interview. Now I heard that this interview really varies, it can be all behavioral, or have some technical questions, or scenario-based questions. To be safe, I would prepare for all of them.
After the final round, I waited exactly two weeks until I received a call from them, Unfortunately, I was not extended an offer. But the overall experience was very nice and everyone in the process was kind and professional. If you don't get the offer, don't get down about it. Everything happens for a reason, and I'm sure a better opportunity will come along the way!