I learned about the position through LinkedIn and applied via the Bloomberg website. I was first contacted by their HR within two weeks, and they set up two technical phone interviews. Both technical interviews covered Machine Learning, Data Mining, and Algorithms and Data Structures questions. There were two interviewers on each call. The first half was based on questions about core Machine Learning algorithms, and the second half involved writing code.

The Machine Learning questions were good, and the interviewers were very knowledgeable. The programming questions were standard but not easy, so preparation is recommended.

I performed well in both interviews but did not pass to the next level for reasons unknown to me. Their interview process is not at all informative and very secretive. The HR did not even bother to call me to explain the interview process. Even the interviewers were hesitant to share much about it. After two technical rounds, I still did not know what the next step would be.

I really liked the intensity and quality of their interview questions, but their interview process is very badly managed and secretive.

Some interesting machine learning questions they asked were a comparison of sampling techniques and details about SVM RBF kernels.