I applied online. The process took 2 weeks. I interviewed at Capital One in Aug 2011
Interview
Asked me to desribe my current job and explain to in plain language. Also asked me some technical questions such as how to intepret the colinearity and p-value. Didn't respond very well since I spent most time other possible questions and haven't touch those regression topics for a while. The last question is about a business case question on how to allocate limited resourse to a target objective.
Before this phone interview, I did the online test as many have already mentioned.
The HR responded to me very fast about the results. I really appreciate it since I can focus on other tasks.
Case interview. The interviewer guided me to calculated answer a series of question. I could not fully understand the question so I asked him a lot of things and he answered me. The case was about lunching a new game which has free vision and pay vision in the market.
This is for a new grad program - a case study (math and stats heavy) plus some ordinary behavioral questions. Quite intellectually challenging if your case is complicated but quite interesting experience. also very nice interviewer overall (not so great at giving hints though)
Interview questions [1]
Question 1
a case study (more like a consulting one but very reliant on math calculations)
It was very good. The person asked me questions and I responded back with answers. It was a pleasant experience. The questions were interesting. I have nothing more to say on the matter.