I received an email from Capital One saying that they had seen my resume and thought I should apply.
I applied through my university's center and the Capital One website, and received an invitation to interview on campus after a few weeks.
They were interviewing tons of people from all kinds of backgrounds, judging by the people I spoke to in the waiting area. The interview consisted of a case question that was simple enough, followed by a question or two about yourself.
A few weeks later I got an email saying that they were not moving forward with me. I know a couple of people that were invited to their super day.