The process started with visiting the Bloomberg LP booth at my university. I gave them my resume and we discussed a project or two. I then asked if they were doing interviews on campus and they told me yes. Before I could get a campus interview, I had to answer a few questions at the booth. These questions were brain teasers and C++ specific language questions. Upon impressing the recruiters at the booth, I was offered the on-campus interview.
Next, I met with two campus recruiters about a week or two later when they were in town. It was a technical interview with a few HR undertones to see if I had done my research. Questions were mostly based on system architecture: "how would you design a stock tracking system...?" and data structures: "how would you implement a queue using only the stack data structure?"
A couple weeks later, I heard from an HR representative who invited me to an on-site interview. They flew me to New York and I stayed in a hotel the night before the interview. I got to Bloomberg Tower at 10:30 am and the interview was at 11:00 am. You will be asked to check in at the front desk 15 minutes before your interview. You will have your picture taken and they will print a visitors badge for you. Then you will go up to the sixth floor and wait for your host to come greet you. My host came for me a couple minutes later and took me to a conference room on the 23rd floor of the building. The view was phenomenal. I had a fantastic view of Manhattan and Central Park.
The first interview was 2-on-1. One of the interviewers was a project lead and the other was more fresh. They started with the some questions about me and my resume. I got to tell them about my favorite project and show some enthusiasm for my work. Next they asked some technical questions. Specifically the questions were algorithms and data structures questions.
The next interview was 1-on-1 with someone more senior. From what I gathered he was a team lead - mobile development if I recall correctly. His questions were very direct and he made it clear that he was not trying to trip me up or ask me trick questions. He was very blunt but it was one of the best interviews I have had because the pressure was on and I had to think on my toes. His questions were of an HR nature mostly. The toughest and most surprising question he asked was "There are many large companies with many of the same things to offer as Bloomberg LP in the city, eg Google. If a friend was there and mentioned they had opportunities available, would you pursue an opportunity there?" See the answer below. After the HR questions, the interviewer asked me a number of coding questions ie find the bug in this code.
The last interview was strictly HR stuff - including the dreaded "do you have any expectations with respect to compensation?" I used some of my knowledge from this website to answer with a range and tell her that I expect at least the average salary to be competitive. The HR interviewer said they routinely offer higher than the number I requested.
At the end of every interview I was given the opportunity to ask questions.
I heard from HR in only 3 business days with an offer.