Started off by applying to their internship online. Within a day or two, I got an email asking to schedule a phone interview, and I had the phone interview the next week. Phone interview lasted about an hour, interviewer said it went over time a little. Mostly questions regarding simple algorithms to handle information. Know basic data structures such as hash tables, linked lists, etc. After about another week, I was asked to go to NYC for an on-site interview, so I scheduled it through Bloomberg's HR. The process was pretty easy, they pay for the flight and hotel. At the on-site interview, I had 3+1 interviews. First, an interview with 2 engineers for ~1 hour, then a similar interview with another 2 engineers for ~1 hour, then another ~1 hour interview with the manager of the group. These were all completely technical, asked questions of object oriented design, implementing some simple functions, data structures. Then about a week later, I got a call from the recruiting department saying I got the internship.