Applied through their website. Got an e-mail 2 weeks later, asking to schedule a technical phone interview. Replied in less than 24 hrs, got an email a week later with scheduled interview. Phone interview lasted 45 mins; they asked me why I wanted to work in Bloomberg, why I was looking for a job as a software engineer, and then they moved to computer science questions. Even though online they mentioned that you could be currently taking your second computer science class, they actually expect you to know about algorithms and data structures, because otherwise they have nothing to ask about. And if that happens, they will just ask logic questions, such as what is the minimum number of weighings you need to do to find the odd coin in a set of 12, or if you have 25 horses, and can race 5 of them at a time, what's the minimum number of races that you need in order to find the 3 fastest horses. They also asked me about basic definitions of different data structures or computer science terms, and to write some loops / code in order to find some value. You need to know about the running time of methods within a data type, because they will ask you about that as well.