Met recruiter at campus career fair, and we chatted about my background (getting Ph.D. in non-CS field). Asked why I would want to work at Bloomberg, and why as a software developer. This question comes up often (and for good reason), so know your answer well. Asked to interview the very next-day on campus.
Two rounds of on campus interviews (back-to-back days) followed, both in 45-minute two-to-one format with software developers. Given my background, was mostly high level data structure/algorithms/logic questions, but was asked to write code/pseudocode at every round.
Last round was with HR and a senior manager. HR is mostly behavioral, manager starts with behavioral/background, but spends most of the time asking a rather difficult/open-ended question.