I applied through college or university. The process took 2 weeks. I interviewed at Capital One (McLean, VA) in Nov 2011
Interview
Initial interviews on campus, basic stuff. Then got a call that I was wanted for further interviews. Flew to VA, spent a day on campus. It's pretty nice, cafeteria so so. Three single person interviews then two or three multi person ones. No big deal. Pretty easy stuff. They give you some basic case studies to work through. All in all, decent experience.
3 rounds of interviews, technical round focused on domain of expertise. Then there was a case study round. Interviewer was interested in execution of clear thoughts on data along with written codes.
I was referred so first a game like assessment that tested basically middle school algebra skills. Then a business case power day with three different interviewers, two of them were analytical and one was product
R1 was VJT, which was fairly simple. R2 was a screening case study, and lastly a Powerday. Powerday was grueling and cases were math heavy (bank related as well). Would recommend the process.
Interview questions [1]
Question 1
They gave a product and asked for multiple ways to improve it.