I was contacted by a recruiting company. There were two rounds of phone interviews for two different teams, totaling four phone interviews. The interviewers were reasonable and responded promptly.

The on-site interview was for two teams, with one team before lunch and the second after lunch. I spoke with two people at a time for technical questions. Afterward, I spoke with the team manager's manager, then his manager, and finally an HR person. The recruiter mentioned that if you start talking to managers, there's a greater than 90% chance of receiving an offer.

Coming from other tech companies (Google, Facebook), I was very surprised by the on-site interview process.

1. They asked me to leave the building during lunch. I had to find my own lunch, pay for it, and return. This was the first time I encountered such a process. Ideally, someone would accompany the candidate for a "lunch interview," and candidates should not have to pay for themselves. It's not about the money, but about respect.
2. Interviews could run as long as they wished (50 or 90 minutes), with potentially long waits in between. I waited 20-30 minutes between each interview, wondering if the next person was coming. They seemed to book interviews for longer than necessary. I was asked to return at 12:45 PM; I arrived earlier (12:30 PM) but had to wait until 1:30 PM in the lobby. It felt like my time was not valued as much as theirs.
3. Surprisingly, the HR person told me to just email my meal receipts for reimbursement. However, the recruiter refused, stating that Bloomberg "doesn't cover meals." This is unusual, as NYC definitely has a different culture than SF or Seattle.

Questions were generally simple. For example, check if two linked lists intersect.