Applied Online and wait for about 2 days then got an e-mail for a phone interview.
Phone Interview: Some basic data structure questions and OOD questions. The last question was to find out the largest 2 numbers in a given array. Then I was invited to take an in-house interview in New York.
In-house Interview: Four rounds, 7 interviewers.
First round: 3 interviewers asked something from the resume and then some basic algorithm problem and system design problem.
Second round: 2 interviewers asked all algorithm problems. Nothing is difficult except one problem that is "Find longest palindrome in a given string in less than O(n*n) time". And I've been struggled for a long time on this.
Third round: 1 senior manager asked some behavior questions and one system design problem. I think I spent too much time on thinking how to optimize the data structure but at the end I realize that in the interviewer's mind, we didn't need to care how the front-end system deliver data to users just by assuming that the server would handle all the requests.
Fourth round: 1 HR asked something on the resume and things about the position. I was very happy for getting in this round since from the information I've got from this website that about 90% candidates getting in this round would get a job offer. And I do like Bloomberg and want to work there sincerely. Besides, all the interviewers are very nice and I like them. So I was shocked and very upset when I got the "Thank You" email in my box today (3 days after the in house interview). And I'm still very sad now.
I hope that this experience will help.