Vantaggi
This is a great place to start working out of college. There are a lot of young people around to meet and network with, everyone I've worked with has been collegial and willing to help me learn. New analysts get to work on real business problems right away and can get heard right away if they prove themselves. There is also a real emphasis on work/life balance and senior management seems to really mean it. Nice benefits package too.
Svantaggi
Capital One has hired a lot of very smart people, which sometimes means that things are way more complicated than they should be. Recent acquisitions means that some parts of the company feel more disjointed than others. There is constant turnover as people rotate around to different teams- good if you like change but it sometimes can be overwhelming plus you lose institutional knowledge.