The process took 2 days. I interviewed at Bloomberg (New York, NY) in Oct 2011
Interview
Phone Interview --> Office tour, Interview with two senior officers. A young office and vibe, but that's presumably due to high turnover. The job seemed very irritating and I was very turned off by it. Just couldn't imagine having to answer other peoples questions all day, would rather be asking the questions.
Begins with a personality assesment that also includes puzzles meant to test pattern recognition. The assesment and the personality quiz takes about 30-40 minutes and requires no preperation before hand.
First was Hireview, 1 Hour interview with two team leaders, and assessment centre, consisting of tests, networking, and a final round interview with two team leaders from analytics and sales departments respectively.
Multi step interview process, they have you submit a recorded video interview, then you get selected for a virtual super day where they interview a bunch of candidates at once, then you get an in person. Know about finance and know as much as you can about Bloomberg and its business. Have a good take on AI in finance.