I met a Bloomberg recruiter at a career fair. Discussed 5 minutes about my resume (Previous work experience, Preferred programming languages, ...) and then scheduled two technical interviews the day after.
The first interview was with two young very cool guys from two different teams. I was asked basic (But sometimes tricky) questions about C and Java, mostly about memory allocation. I was also required to code a reverse string function, and to correct and improve an ugly piece of code written in C. They are definitely not here to trick you, and will guide you to the right solution if you make a mistake.
The second interview started with basic questions (Why Bloomberg, why do you want to be a software developer, ...), and I was then asked to design an algorithm (See below), and implement it in Java. As for the previous interview, the last 15 minutes were dedicated to a very nice conversation with the interviewer.
Two days letter I got contacted by a HR manager to schedule an interview with them. After a 10 minutes chat, they gave me an offer.