I applied through a recruiter. The process took 1+ week. I interviewed at Bloomberg
Interview
Found position via University Career center and met with representitives at Engineering Career fair. At the fair, they asked basic questions on some programming (why use linked lists vs arrays) and another simple brain teaser while looking at my resume. They then schedule an interview for the next day. During the interview they went over my resume and then asked technical questions that ranged from writing psuedo-code to critical thinking problems.
Interview questions [1]
Question 1
Given prices for stocks on 10 days, write a program that would suggest the best day to buy and best day to sell. (The not brute force way)
I applied online. The process took 4 weeks. I interviewed at Bloomberg (New York, NY) in May 2012
Interview
Applied online.
1 week later, was invited to take an online IQ type test, which was straightforward and mostly knowledge independent (some basic graph theory helps with a very small number of the questions, but not worth spending time on if you don't already know it).
2 weeks after taking the test, I received an email that I was through to the next round, a phone interview, which happened 1 further week later. Phone interviewer was pleasant. Started with general questions about my background, why Bloomberg and the usual stuff then some technical questions. This interview is about knowing data structures and algorithms with minimal emphasis on coding. Nothing to be scared about.
Unfortunately, I blew it by preparing for the wrong thing/nervousness over first interview so no details about later rounds.
Interview questions [1]
Question 1
Given a sorted sequence of 1 million numbers, write a program to find all pairs of numbers that add to 10.
The common process of interviews should be 1 phone interview + on-site interviews(3 rounds). For phone interviews, I think they always give 3 kinds of questions, one for C/C++ basic, one for data structure and one for algorithms. Sometimes they ask classical brain teasers. I strongly suggest interviewees picking up some basic C/C++ concepts and preparing for low-level questions like memory allocations, even you don't use C/C++ in daily programming. I think most of the interviewers are familiar with C/C++ so they still ask low-level and data structure questions based on C/C++.
For data structure and algorithms, I think the questions are pretty common and not difficult at all. They asked about the differences between array&vectors and then asked me to generate all anagrams in a list of words.
Interview questions [1]
Question 1
I said I was familiar with java programming but they still asked me some questions about concepts in C/C++, e.g. virtual class, malloc, stack/heap in the memory...