I applied online. The process took 3 weeks. I interviewed at Bloomberg (London, England) in Nov 2013
Interview
First off there was a phone interview where I was asked about object oriented principles, and then a couple of specific questions about my favourite language. Then the second interview was a video conference during which I had to answer computer science type questions and write some bits of code for them.
Interview questions [1]
Question 1
Probably the easiest but one that I hadn't even thought of - why do you want to work for Bloomberg? Things that popped into my head were 'because I want a job'. Thankfully I blagged something about their open office environment.