I applied through university. The process took 4 weeks. I interviewed at Bloomberg (New York, NY) in May 2010
Interview
Once you pass the skills test it all depends on how good is your day. You might be asked easy questions in the interview or a tough ones. It all depends on the interviewer. C/C++ would do.
Interview questions [1]
Question 1
How would you sort a text file full of phone numbers. You do not have enough memory to load all the file contents at once and sort them. You should write back the sorted list to the file in the end.