The process took 4 weeks. I interviewed at Bloomberg (Tokio) in Jan 2011
Interview
Phone interview, 2:1 interview with team leaders, 2:1 interview with managers, 1:1 interview with Analytics Asia-Pacific Manager. Fantastic office and approachable people (less so during interview, obviously).
Advice: prepare a speech (not a response, but a speech) for the question, "Why Bloomberg?" - network and talk to people with different levels of experience to get a good feel of what your career might be like.