All the process was very smooth. Firstly, I was asked to complete a phone interview (about 30 minutes), a quite easy algorithm interview. The second one - a video interview with two engineers, as easy as the first one. Two questions related to data structures. After a week, I was offered to go to London for the in-house interview. Bloomberg provided an invitation letter for a Visa Centre and paid for flights to London and a night in a hotel. Onsite, they provided a quick tour of their great building and a breakfast with engineers. The first interview was a coding one, quite easy (binary search in a matrix and data structures). The second one was about previous projects, experience, interests, and software design. Was rejected after this one.

NDA.