I applied online. The process took 4 weeks. I interviewed at Bloomberg (Londen, Engeland) in Apr 2012
Interview
First round: telephone interview
Second round: one interview with two Bloomberg employees (one team leader) , 1 presentation and one test.
Final round: interview with the head of the European department (for London office)
first round was very easy, competency based interview, all about yourself.
Second round: they will ask you several times why you want to join Bloomberg and why Global data?
Final round is with the head of the EMEA department.