Both another director in another company's interview and I thought Capital One had some kind of weird interview process.
IMO, we can not hire an candidate only by asking several cases or behavioral questions without some "real" challenging questions for this level position (Senior Data Analyst), such as "please compare the algorithms which you have involved in previous data mining models ". (base on my previous working experience and other on-site interviews' questions)
And to my HUGE surprise, a manager in statistician said that "I didn't know anything about SQL when I joined capital one after I got my BS degree 7 years ago" , "Capital one has a on-site training program that teaches you this kind of technics", "we only hire the one has analytical thinking".
Anyway, I don't want to offense these managers and directors, maybe we have different views about how to be a good candidate. I am not saying a good candidate must be a SQL master. It is your choice whether to be managed by them or not.