I applied through university. The process took 2 weeks. I interviewed at Bloomberg (Hong Kong) in Mar 2011
Interview
Submitted online application and heard back within a week. I wasn't in Hong Kong so the whole process was done via web conference. Three rounds, first 2 were successful. The last, I interviewed with the team manager. She was the deal breaker, an absolutely horrible attitude and occasionally yawned.
Begins with a personality assesment that also includes puzzles meant to test pattern recognition. The assesment and the personality quiz takes about 30-40 minutes and requires no preperation before hand.
First was Hireview, 1 Hour interview with two team leaders, and assessment centre, consisting of tests, networking, and a final round interview with two team leaders from analytics and sales departments respectively.
Multi step interview process, they have you submit a recorded video interview, then you get selected for a virtual super day where they interview a bunch of candidates at once, then you get an in person. Know about finance and know as much as you can about Bloomberg and its business. Have a good take on AI in finance.