Had very relevant internship experience, applied online. Contacted for phone interview within 2 days. Had 2 phone interviews in ~10 days. Both a half hour, straight forward - Background, why Bloomberg, why Data, what is Bloomberg, why Bloomberg, why Data, why Bloomberg some more. Then talk about financial market knowledge - have a few recent market stories to talk about...ipos, m&a, whatever.
Final round on site for a couple panel interviews. Interviewers' styles were all across the board - casual conversational to apathetic to condescending. Wasn't really impressed with all the managers doing the interviewing. Questions: resume, experiences, strengths, why bloomberg, what is bloomberg, why bloomberg. Nothing you've never heard before. Was annoyed having to spend 40% of the interview still answering 'why bloomberg' in a final round.
Overall, kudos to HR for being very fast and having a well developed efficient process. Only detractors were some of the interviewers. Nice office, good company.