I applied for the position through my universities career website. I had no experience in finance beyond a very basic intro course, but still got an interview. As a side note, the person that interviewed me was an anthropology major, and said they just look for smart people.
The first interview on campus was about 45 minutes. We chatted for a little bit, then went to the case. The case was simple and required very basic math. Be sure to look at their example case on line. No case framework was needed. I even messed up a little at a couple spots.
I was called the next day and told I would be invited for a final round interview in Richmond. First though, I had to take their on line skills test. I didn't think I did very well on it, but I was told I passed and would get to have a final interview.
They arrange for your travel, and I arrived in Richmond the night before the interview. They take you out to dinner with all the other people being interviewed, along with people who are current Finance Rotation Analysts. It was pretty chill, and none of the people there were interviewers, so it was pretty low pressure.
The next day you arrive at the Capital One offices and have 3, 45 minute interviews. Two were basic behavioral, which I was told by multiple people that they only slightly matter. The 3rd was a case interview. Mine was similar to the first, but the math was more difficult than I expected. I also seemed to have problems hearing that morning, and kept missing parts of the data the interviewer was giving me. I swear he never told me the data, but maybe I just didn't hear him. I didn't do as well on the case, which was my downfall I think.
After, they have you eat lunch with one of the people from the night before, and they try and match you with someone from your university.
Overall, there were about 20 people interviewing that day. The told us just as many people interviewed the week before, and no one was offered a position.
Final advice: Don't mess up on the case, pay very close attention to the details the case interviewer provides, and you will be fine.