I applied online. The process took 3 weeks. I interviewed at Bloomberg (New York, NY) in Aug 2010
Interview
first there's an online test, in which you can choose C or C++ or Java
then the phone interview has a lot of c++ questions
in the last get the onsite. the working environment is very nice with free food and drink.
Interview questions [1]
Question 1
a lot of C++, like virtual function, deep copy etc. quite easy questions