Two separate phone interviews, each lasting about an hour and conducted using a pair coding website. This was followed by an onsite interview with two technical sessions, and a meeting with an HR person.
Bloomberg conducts technical interviews 2 on 1, and have a lot of interruptions. It was surprisingly adversarial compared to interviews I've done at other big tech companies: Google, Microsoft, Facebook, and some smaller companies. The other rather irksome aspect is that they expect coding questions to be solved on small pieces of paper, half the size of the standard 8.5x11. They also asked brain teaser questions, which is generally proven to be a waste of time. Overall, just lots of annoying aspects.
The younger engineers in the first interview where nice but still interrupted too much, while the senior guys in the second interview very dismissive. The HR person was quite nice. 2 on 1 technical interviews are awful.