Met at a career fair. They reached out to me shortly after and asked for me to apply online then followed up with a 30 minute phone interview with basic questions:
What do you know about Bloomberg?
Who are our competitors?
What are your career goals?
When have you used data analysis in a project or at work to solve a problem?
They like answers that incorporate a data analysis component or show sometime of added efficiency or cost savings.
Other than that, just normal behavioral interview questions such as your biggest weakness, your greatest strengths, time you displayed leadership, time you dealt with conflict, time you worked in a group, etc.
Then had interview at the company a few days later that were set up round robin style (took several hours total). They start with an informal lunch in their cafeteria and everyone introduces themselves and meets the recruiters. Next, each recruiter takes one candidate into a private room for a 30 minute interview. My first interview round had 2 analysts interview me and ask some technical questions about basic financial industry knowledge then behavioral questions like I described above. Next round I interviewed with a low level manager for 30 minutes who asked more interviews. Final round was with an upper-level manager who wanted to meet me and asked questions like why do you want to work for Bloomberg? Do you see this as a job or as a career? What do you like the most and least about the company? What did you think of the interviews you had so far and how have your experiences been here? What do you think about the office environment from what you've observed today?