Submitted my application online, and a few weeks later I received a call from a recruiter to set up an on site interview at the McLean campus. They flew me in and put me up in a nice hotel for a night, and my interview was the day after.
First came an informal lunch with two former TDP members, now full time employees, and other applicants.
Then the interviews begin after a short break. There are three interviews, each around 45 minutes long: case interview, job fit interview, and behavioral interview.
The behavioral interview is very straightforward. Just answer questions about past situations and any follow up questions. Explain why you did what you did, and use the STAR format in your answers.
The job fit interview is a standard technical interview. If you know your data structures, then it's not difficult.
The case interview is the only thing I'm somewhat bitter about. It was a completely financial case, and unless you're familiar with them, it is very stressful and confusing. I barely arrived at the answer, and by the end of the interview any positivity the interviewer had was gone and he was constantly peeking at his phone. The materials provided by Capital One to practice for the case interview are insufficient, so you'll have to find practice materials elsewhere.
Overall, though, the experience was pleasant, and this seems like an awesome company to work for. I'll definitely be applying for a full time position next year.