After applying online for the Equity Data Analyst position received an unexpected phone call from HR one week later. He said he wanted to ask me a few questions about my application, but as I was walking on the street and wanted to get some time to prepare for the questions he might ask, I asked him to call me back. He called me back the next day and that was 30 min HR interview, with questions about my past experience, why Bloomberg, why this position, why finance, what is this position all about and some easy technical questions.
After that interview was invited to the London HQ, interview with the head of Equity department and some other mid-level guy (can't remember exact position). The same questions as with HR plus some competency based, like what is your biggest achievement, can you lead a team, what is going to motivate you, what influences market prices, etc...