Capital One recruited at my university through career services. After being accepted to interview for the Operations Analyst program, I was instructed to take a online skills assessment. It was two parts, one math and the other verbal.
We were told ahead of time that the on-campus interview would be mainly focused on a case study. Capital One even came on campus a few days before the interview dates and held a mini-workshop on case interviews.
In the interview room there was myself and 2 reps from Capital One. One was administering the interview, while the other was there to mainly "proctor" the interview, though he did chime in on occasion. The case study centered around a scenario for interpreting default rates and the expected profit/loss based on a given set of data. It wasn't very difficult, but the interviewer didn't do the best job of explaining clearly what he was looking for. The case stressed probabilities and algebra much more than the business analysis of the case you were given.