Applied through recruiter. First asked to complete Previsor online C++ test. This test is completely moronic, asking mostly for stuff like starring into some weird class inheritance hierarchy, with some printouts put into their constructors/destructors, and then to select proper order of printouts from the list of choices. Luckily, for approx. half of these the code is plain text, so I would just copy-paste it into my editor, compile it, and then run to see the output; for other questions of this type, they made the effort to actually put the code into an image, so it's not possible to copy-paste it, but the code snippets are short, and I type fast, thus I would re-type them, and answer the same way. I was not feeling like cheating: I have enough C/C++ experience that I know if I spend enough time starring in these snippets, that I would get correct answers, but I knew it's just quick screen and it's not worth the effort.
Anyway, I had phone interview scheduled after this. The guy from Bloomberg asked only C/C++ questions again (after initial 5 minutes tirade on how great is to work for Bloomberg; never understood that part, that is usually part of experience interviewing for bigger companies - do they honestly think that job seeker really care more about this generalist stuff than about the actual job in question?), but this time questions were much more meaningful - basically, the questions started from pointers and references, differences between these, towards usage of smart pointers, their implementation, and specifically providing for thread-safety in their implementation. I know about this stuff, and I did very well on that part of the interview; the guy on the other side of the line was even overly enthusiastic, interrupting me often with "excellent" and "perfect", which I found rather strange as I really consider this type of questions to be basic stuff. The phone interview concluded with usual "expect to hear from your recruiter in a day or two, the next phase would be another phone interview, concentrating on your past work experience, and then we'd bring you for an on-site interview". Next morning (this interview was late afternoon), I find rejection notice in my mailbox, and I can see it is sent 10 minutes after completing this phone interview. So I'm pretty much puzzled, and the only thing coming out from the whole experience is an impression that Bloomberg is completely schizophrenic in their recruitment process.
Update: just got a call from my recruiter, and he is told that they've felt I would be better fit for quant analyst than for developer position. Still rather strange, as all of my experience is in software development, it's only my last job (spanning for about a year) was quantitative finances related (but still doing software development work only); moreover, we haven't discussed that throughout the interview at all...