Applied online through thir site, after 2-3 weeks got an email to schedule a phone interview.
A 40 min techinical interview followed. General questions about my CV and what did I know about Bloomberg. The technical part way 70% java and 30% C++. Some of the java questions: what is a JVM, advantages and drawbacks of the JVM, how does the GC work, how does a hash table work, basic types of collections. C++ part: differences between Java and C++ memory model, stack vs heap allocation, difference between pointers and references, friend keyword, private/protected/public visibility modifiers, differences between class and struct.
Shortly after the phone interview they invited my to their HQ in London for an in house intervirew. There I had 3 interviews: the first was with two junior software engineers, the second with a senior software engineer and the third one with someone from human resources. The technical part was almost completley C/C++ with the standard questions on pointer arithmetics, function invocation and algorithms.