Met some Bloomberg reps at a campus Career Fair, they took down my info, and recommended I apply online. Around 2 weeks later I was contacted and scheduled an interview. It was a phone interview paired with a coding interview (talk to you while you program a question in HackerRank).
Overall, the experience was pretty good. HIGHLY recommend living on LeetCode, HackerRank, and others at least a week beforehand (kind of like studying for the SAT: you can do it starting 3 days beforehand, but you have a much better chance if you start weeks before). Definitely have some prepared answer for "Why Bloomberg?" and HIGHLY recommend just browsing everything Bloomberg. I, too, was totally lost 1 hour before my interview as to why I want to work there or even what they do. Literally just by browsing their site, watching their videos, and googling "Bloomberg + <your interest here>" (+plus take notes) gave me a plethora of conversation topics quickly. There is no right answer, just show you know some stuff about the company. Tailor the conversation to arrive at something you're PASSIONATE about. That's honestly what they want to hear: what gets you excited, how do you challenge yourself, what is something you could bring to Bloomberg/what would you want to work on given the chance?