The process took 4 weeks. I interviewed at Bloomberg (New York, NY) in Dec 2011
Interview
After applying through Bloomberg's website, I received an email about a week or two later saying that I had made it through a round of resume screening and I was asked to take an online skills assessment test. This test consisted of basic IQ sort of things (shape rotations/reflections), or things you might see on the LSAT exam (given 8 statements, what order did the horses place in a race?)
2-3 days after the IQ Test, I was asked to set up a phone interview which took place the following week. Because I don't have a computer science background, they asked "Get to know you" type questions about my past experience, and then asked targeted questions that are basically round-about ways to get you to consider computer science problems.
Within a week I had been asked for an on-site interview, which I went to a few weeks later. This interview consisted of three stages. In the first, I met with three interviewers who asked me questions to gauge my understanding of algorithms and high level design, and they asked me to write down a program in full syntax for the language I had the most experience in (Java). In the second round, I met with a senior member and he asked questions to gauge my interest and fit with the company, as well as to gauge my ability to transition into an IT position from an engineering background (What makes you think you would be happy doing this type of job every day when your experience is primarily in research?) The third and last round consisted of meeting with a man from HR and he asked very general questions, then gave me a super-brief tour around 2 floors of the building.
Interview questions [3]
Question 1
How would you go about designing Facebook's "Suggest a friend" feature? How would you choose WHICH people to suggest as friends?
I applied through college or university. The process took 2 days. I interviewed at Bloomberg (New York, NY) in Jan 2012
Interview
First had to go through an online IQ-type test, then about a week later was scheduled for a phone interview. The phone interview mostly consisted of technical questions and skill-based knowledge, with a little bit of work history. After successfully getting through the phone interview, I was invited for an on-site interview in New York. Bloomberg took care of all the travel arrangements, including flight, hotel, and a car from the airport. The building was very nice and easy to find. I was given security clearance to go upstairs where I met the HR person who was my contact for the day who brought me to my two technical interviewers. They asked a lot of programming and algorithm questions, and one design questions. Some of the questions were kind of tough, as they were some things that I learned years ago and hadn't needed or touched since. I would recommend that you really brush up on your fundamentals before the interview. I got an e-mail the next day saying that I didn't get the position, so I'm happy that they got back to me so quickly.