Capital One has an extremely professional hiring process. In my case they set in advance the dates for every step in the hiring process. About one week later after the screening interview I received a notification requesting to fill out a profile in their website and pass a straightforward calculations test (read information from tables, calculate percentages, and so on...). Then I had an onsite interview in Richmond, VA. The bank pays for your roundtrip fare and one night at a hotel nearby. The interview day consisted of four interviews, one hour each: two case interviews, one behavioral and one role-playing interview (I had to explain the results of an analysis to one statistician who pretended to only have a basic knowledge of regression). I also had lunch and was shown their Richmond campus. The offices are very nice, lots of open space and obviously a quiet place as most people is focused on their workstation. The interviewers, the HR manager and everybody else I met that day were very friendly.

30 mins phone interview and almost technical questions. I was invited to tell about the project I have done before and ask some questions regarding this project. Also, my programming language level was asked. There were also some standard technical questions like p-value, overfitting, cross-validation.