Red flags from the beginning, but I didn't heed them.
Initially reached out to by a recruiter (the recruiter was a very wonderful person and great to work with - the only good part about my Capital One interview experience), decided to give the coding assessment a shot. Passed that, and instead of being able to talk directly to a hiring manager to learn more about the specific role, they move directly onto a "Power Day" interview ~4.5 hour time commitment.
It turns out that Capital One doesn't hire for specific roles, they bring you in and then have you interview with 4 different people who then, if you pass the interviews, assign you to a group to work with. While I can understand that Capital One is a large company and has many openings and groups, this is a terrible format to hire individuals who have niche skills or interests. Unless someone is generally thinking "Oh, I want to work for Capital One doing anything" then this process wastes time on both sides.
I have a set of skills and interest in how to grow and apply them. From my reading I thought Capital One would have spots available for me to pursue that growth. The hiring managers weren't specific and the interview questions were focused on generic terminology versus discussing applied experience.
I forgot a couple of my technical terms (yes, that one is on me for not preparing better for) that I hadn't used/discussed in a few years. Then I was not able to critically discuss my applied knowledge and projects to a deep extent. I had a hunch I wouldn't make it past the power day(I didn't, technical interview folks said that they had to ask too many guiding questions) - and I was intending to decline the next round if that was in the cards.
Format was: 2 Technical interviews with hiring managers who do some ML to a certain extent, 1 Behavioral interview, 1 Case-Study
As stated above, technical interviews didn't allow me to discuss my work experience. Interviewers were nit-picky about exact technical terms for some broad concepts. One allowed me to discuss a project I had done, but that happened toward the end of the call. The second (in a more customer/production group) presented a ML type of problem and asked me how I would go about tackling it. He got really in the weeds about some of the computation optimization which isn't something I could answer offhand.
Behavioral was good and straightforward. Case study didn't relate to ML at all and was poorly structured but the interviewer and I had a good conversation.
TL;DR: If you want to work at Capital One for the sake of working there, by all means go for it. For the most part everyone I spoke with was very nice and excited about their jobs. If you are interested in a specific role, they don't exist. You'll have to go through around 7-8 hours of your time talking with recruiter, taking coding exam, then taking part in a broad power day interview before you get specific details about a role. It was a waste of my time, or maybe it saved time so that I'm aware of this in the future for other employers.