Bloomberg Quantitative Analyst interview questions

It is a 2:1 interview. Two interviewers and me. Based on my resume, they asked me a lot of C++ programming techs. And they improvise, extend to other not related at all techs, detailed to memory locating, etc. Then brain teaser. It is quite okay, but they want to show your whole thinking process. I ended up gave them not a standard answer, and explain to them step by step why this works. They pay great attention to my thinking process. Last, they gave me a problem to write the usdo code. And comment, ask why I did this on every step. It is a little bit difficult to concentrate, but I guess it is how the working environments are, you constantly dealing with people, and coworkers. It ended up badly with not remembering some library code, and not familiar with the hardware related coding.