I applied online. The process took 1 day. I interviewed at Bloomberg (London, England) in Oct 2011
Interview
Got an interview in their London house with 2 tech guys, was asked basic C++ (pointers, OO, data structures etc ) questions and a logic test. It was a very nice and relaxed hour.
Interview questions [1]
Question 1
Basic concepts of pointers, stack, heap, data structures and OO techniques