I applied online. The process took 1 day. I interviewed at Bloomberg (New York, NY) in Feb 2011
Interview
Skills test about data structures and algorithms and just general programming knowledge. You get to choose which test you want to take (i chose c++). Test gets into a lot of specifics such as exception throwing and error handling to see how much programming experience you have. Unless you have been programming for a few years, the test will be impossible for most people.
Interview questions [1]
Question 1
There are 5 classes, 3 are inherited, 1 is a standalone. If all these classes are created, at the end of the program, in what order is the destructor called?