I applied online. The process took 3 weeks. I interviewed at Bloomberg (Washington, DC) in Dec 2013
Interview
The interview process wasn't overly strenuous but was not a walk in the park. The applicant field was quite large as you can imagine. Just be relaxed and prepared. Most of the interview questions already posted on here are accurate. If you know current market events, how basic financial instruments work, and information about Bloomberg you will be fine.
Interview questions [1]
Question 1
Explain to me as much as you can about Thomson Reuters Eikon.
I applied online. The process took 5 days. I interviewed at Bloomberg in Mar 2012
Interview
Very efficient HR! Got a call for interview one week after I applied. Two interviews took place all in the same week and got the offer by the end of the week!