The process took 1 day. I interviewed at Capital One in Jan 2011
Interview
First a recruiter contacts you to ask about your resume/experience, then take a online verbal/math test (SAT style), then if you pass, they invite you onsite for an interview.
Interview questions [1]
Question 1
Tell me about a time when things did not work out as well as you hoped.
Recruiter Call, Mini Case and then a power day with 2 case studies and 1 product case study. Process was overall smooth. Appropriate documents and resources were provided to prep for the interview.
The interview was based on 3 phases. First was screening on call then a video interview with mini case then a power day with 3 phases including product interview, case based and economics based.
First, Screening call: the HR simply walked you thru the interview process and schedule the next round of interview - mini-case. I haven't done the mini case yet. Mini case, just search online for potential cases and prepare for it.