The process took 2 months. I interviewed at Capital One (Plano, TX) in Apr 2011
Interview
Applied online, took an online IQ/EQ test and passed, then had a phone "mini" case interview. Did well on that, so got invited to an interview day at the Plano campus. This consisted of a behavioral interview and 2 case interviews. Did very well on one of the cases, but not so well on the second case. Everyone was very nice and not pressuring. Found out 1 business day later that I did not make the cut. Seems like a really great company to work for.
I applied through college or university. The process took 4 weeks. I interviewed at Capital One (Toronto, ON) in Oct 2010
Interview
There were two interviews and a dinner. The first interview consisted of a one on one and a business case (2 current analysts evaluated). Then came a dinner with employees of the firm. The next day was the second interview with the same format as the first except that there was also an aptitude test as well.
Interview questions [1]
Question 1
For the business case, the first question was, "what would you do first?"