It was lengthy, it took about 2 months in total. I had actually written off the application and was interviewing elsewhere by the time I had a phone call to let me know they were bringing me in for an interview.
I was then offered another job at a smaller, local company and told bloomberg of this. I believe this sped up the process with them considerably, as they liked me in the 1st round interview with two of their best and brightest in the office. I then came in a few days later and had an interview with two managers in the Global Data dept in London via video conference.
They offered me the job a day or two later and I accepted.