Submitted resume through Bloomberg's site, took a general test which had questions a lot like you see on online IQ tests, or LSAT practice. Took a skills test in C++ which was pretty thorough. The interview involved 3 seperate interviews. Everyone was really nice, but it wasn't easy. You should really know your stuff well if you expect to make the cut. Dress is workplace casual, but I think it's important to dress up a bit to show you mean business. They primarily tested to see if you can think well. Don't worry too much about syntax and worry more about problem-solving skills. (The syntax was covered more in the skills test.) Expect to be asked riddles, and how to solve some standard problems using code.