After applying, I was contacted by Bloomberg R&D recruitment to take an online technical assessment. It consisted of logic/IQ kind of questions, nothing too hard. I don't have a clear cut computer science background so I was happy to take this and not a test on a specific language. About 2 hours after I took the test, I got an email asking me to set up a technical phone interview. The phone interview was really nice, some difficult questions (especially since I'm a little rusty with C), but the interviewer was really nice, not intimidating at all. He asked me about my experience with C/C++ and some coding questions specifically about search algorithms. I have a lot of experience with numerical methods so this wasn't too bad. I also got asked a really easy probability question. I was up front and said my experience with C/C++ is limited but I've worked extensively with MATLAB (which is a kind of a lazy C). The phone interview really goes the direction that you take. I think they just want to see your thought process and how you work out problems. I didn't get everything right and I admitted when I didn't know something. Even though the interview was supposed to be 45 min, it lasted over an hour. I figured that was a good sign b/c he wouldn't waste his time on me. Two days after the phone interview, they invited me for an on-site interview at their NY office. I've been informed that it's supposed to last 2 hours. The interview is in a couple weeks. I'm thinking that it will consist of technical and HR-type questions.