The interview process lasted about 2 months, and it would have lasted longer if I had gone through all the stages.
Initially there was a basic online psychological test, which questions such as what matters to you, which I'm guessing is a screening step to make sure you're not retarded or a mass murderer. At the next stage I had to submit video recording of myself answering some general questions, which was the second filter of the previous screening step. Then there was a phone interview with somebody from HR, probably just to double check that the previous filters didn't fail.
The second interview was via remote video connection, with 2 team leaders. They asked all the standard questions (eg why Bloomberg, why this role) that we all hate. Then there were some role specific questions but these ones were very general, so nothing to worry about. This was not a specific role for which they only need 1 person. They are constantly taking on people so they don't expect you to be much of a specialist.
Next step was another interview via remote video connection with the team leader of the team leaders. Same useless questions as in the previous interview (why Bloomberg, why this role, what do you think the role entails). There were again some job specific, but still general, questions.
After this stage I got a reply saying that I was unsuccessful. I arranged a call with the woman from HR (for feedback) and she explained that they thought the role was not for me because I would get bored. Well thanks very much for the useful feedback.
Overall the process is too long (which made me thing that this is ridiculous, why do I even bother continuing), HR advisors are a bit unprofessional in that they take forever to reply to emails (which I would expect from the pizza delivery shop down the road, but not from Bloomberg) and don't provide useful feedback (thank you political correctness and false politeness).