Applied through my university job page, got an email scheduling a phone interview a couple days later. Took an online test.
First round interview was on the phone, took 20-30 minutes, basic resume stuff, no difficult questions. Enthusiasm and a little bit of homework should be enough.
Second round 'super day', arrived at the 59th st office at 8 am. Office was incredible: massive, futuristic. Particularly impressive was the 6th floor where everyone at the office starts their day - goes along with their whole 'transparency' thing, which I thought was very cool. Also tons of free snacks there. Spent the hour shadowing other analysts with two other candidates for the position, most of the people there were straight out of college, super nice and helpful. One even gave me a good interview tip ("Bloomberg helps bring transparency to the market", enthusiasm). At 9am we were brought into interview rooms.
At 9am I was interviewed by two women, one with several years experience in sales and another with more experience but her title escapes me. The one with experience seemed nice (although it was at times difficult to understand her accent), the other was incredibly rude throughout the interview (picked her nose, bit her nails, stared into space often). I maintained a positive attitude, but the interview consisted mostly of me walking them through my resume, then asking them questions. Interview lasted only 40 minutes (others lasted an hour). Did not feel as if I was given a fair shot, especially when I compared my experience to others who were asked many questions.
Finally we were given a tour through the main space. Tour guide was super friendly and gave us a mini history of Bloomberg. Apparently "Uncle Mike" is around often. We even got to see where they tape the news. Very Cool.
At roughly 11 we got dropped off in the main lobby and were told to wait for an HR person to tell us what to do next. He arrived ~20 minutes later and brought each person over individually to tell us the next step. I was told to leave, and we would be contacted soon about next steps, I didn't stay for everyone, but everyone else that got brought over was instructed the same as me. This being a Friday, I expected a follow up the next Monday or Tuesday. No luck. Emailed the HR guy I was in contact with, but got an auto response about being on vacation. After about two weeks I received an email declining the position. The wait was brutal considering how badly I wanted the position. Wish they had followed up sooner.