I received the first round interview through my school, and then received an invitation to take an online skills test. After passing that, I was then invited to interview on campus at the McLean site. The second round experience was great: a reception at the hotel the night before, limo service to and from the train station, and a private room in a 4-star hotel...great experience! As for the interview, just remember to sleep the night before so that you have a clear head to do the arithmetic that they need for the case interviews. I feel that out of all the consultancy/financial companies--Capital One places the most emphasis on the ability to think and do math.