Pros
Cap One has a lot of experience to offer post college graduates, especially in analyst roles. The company generally has multiple levels of great management which will get said entry-level employees quickly up to speed on corporate analytics. There's also a plethora of systems for the analysts to work on and the learned fundamentals are highly valuable for future careers. It's a great environment, if used for a stepping stone to other careers.
Cons
Being a large company and having a fairly "locked" management structure, it is very difficult for newer employees to advance to management levels. Some friends of mine interviewed there recently, and said they had spoke to analyst managers who had been there for 10-15 years, each of whom never worked a different job since college! If you're looking for the be-all-end-all employer and are happy with 3-5% salary bumps every year, then by all means head over to Cap One. However, if you think you're good at what you do and are expecting to double your salary in 5 years, then do not go to Cap One. It doesn't matter how smart you are, you will not move up quickly. If you find yourself in this category, you may want to consider a smaller business (<1,000 employees) - that's where you will find some serious career growth and career advancement opportunities.