I applied through college or university. The process took 2 days. I interviewed at Bloomberg (New York, NY)
Interview
It was the standard procedure. First a phone interview and then interview at their headquarters in NYC. Not particularly difficult. I enjoyed the trip to NYC. They asked me brain teasers some programming questions in C++ and some algorithms questions.
Phone interview starting with "Why Bloomberg", moving on to a discussion of language features of Java and C++, a question about data structures, then two coding questions on HackerRank. Not very difficult, it was more or less a basic competency test.
I applied through a recruiter. The process took 1 day. I interviewed at Bloomberg (Berkeley, CA) in Feb 2015
Interview
On campus interview. I applied through career fair. They gave me an on campus the next day. Interview was with two people. Fairly direct and straightfoward. The interview itself was about 45 minutes. I assume if you continued they would have a back to back interview afterwards