The process took 3 months. I had two on-site interviews. The firs on-site was 1 hour: 30 minutes behavioural and 30 minutes a simple case studies about "building a new highway to control the traffic". The second on-site interview consisted of four parts: first one was a purely statistics discussion. The head os statistician gave me a case (flight problem) and asked me to analyze the graph, linear regression etc in about 15 minutes. Then we discussed my solution for 45 minutes. The second and third round was business case studies. Usual business case studies that you can find in any books. It was more towards credit card industry. The last round was behavioural interview. Once I was done, the head of statistics department asked me to stay longer. We chatted about experiment design, etc for about 20 minutes and another 10 minutes brain teaser questions. I was all happy after the interview and thought I would be offered the position. Three days after the interview, I got a call from the recruiter. She told me that I failed the behavioural interview and so they cannot move forward with me. I found Capital One staff very arrogant except two people: the head os statistics department and another interviewer.

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.