I got the interview through a referral. The first stage consisted of a one on one with a manager. It was a technical fit interview where lots of questions were asked on my CV and about the banking industry and Capital One in general. The second one was a case interview where I was given an analytical case and asked to solve it. Two senior managers took my case interview. The third one was an analytical test. GMAT types questions. The fourth one was a behavioral competency interview which was taken by a very senior chap in the office.