I applied online. The process took 2+ months. I interviewed at Capital One in Apr 2016
Interview
I interviewed in March 2016. The rounds were the same. 1HR, hacker rank, interview with data scientist , data set challenge and finally 6 on-site interviews. The process took long but the best part was HR. She was very nice and helpful through out the process. It's easy to get an on-site interview with CapOne. But I guess CapOne has high cutoff. I screwed up the last two rounds and was rejected . The on-site interview experience was very good.
I applied online. The process took 4 weeks. I interviewed at Capital One (Washington, DC) in Apr 2016
Interview
The interview process is basically just like everyone has stated:
1. Phone screening
2. Basic coding quiz
3. Technical Phone interview
4. Data challenge
5. On-site interview
I don't have much to add over what others have said about the process, but I can confirm that the job does in fact exist and they are not just collecting data. The standards are high but if you can prove that you have a good understanding of statistics and the ability to reason through problems (both business and coding), your application will be well received. I left the on-site interview with mixed feelings about my performance, but wound up getting a very competitive offer with some flexibility regarding location.
Interview questions [1]
Question 1
They were interesting in my research experience which utilized some computational statistics.
I did an online assessment testing programming skills for 150min. I completed within 40 min since I worked with python this year. Three questions about numeric and one question about strings.