I applied through college or university. The process took 1 day. I interviewed at Bloomberg (New York, NY) in Aug 2010
Interview
The interviewer was welcoming and very knowledgeable. He presented me with a problem that his own team had been working on the year before. Without revealing anything about their own solution, he guided me through the development process and asked me questions about each road block. Topics included data structures and algorithms, caching, and scientific computation. He also asked me to code out atoi in C.
Interview questions [2]
Question 1
Implement a platform-independent version of atoi in C
Quant's on his team use extremely complex equations to generate 3-D surfaces with thousands of points. What is the most efficient way of storing these surfaces?