I was contacted by a recruiter that found my my resume from my school (business school). First you have to take an online assessment that consists of personality, reading, and math assessment. The math assessments are like mini cases where they give you some information and some graphs and ask you questions. After I was told that I passed the assessment the interview was set up about a month out where I went to headquarters. I was there with several other applicants and we did a basic behavioral where generally speaking you just need to know your story and come off as confident. Then there was a break and then two more case interviews that were heavy on math. Capital One really values quant skills so if you can do this you'll be fine. Afterwards we had lunch and had a tour of the building.