Pros
Capital One gives an incredible level of exposure to people at the analyst and senior analyst role. It is an exciting company with lots of interesting projects happening across the various lines of business. There is generally a strong development culture, good pay, and a good work life balance. The McLean campus is adding a beautiful new building in summer 2018 which is a great perk.
Cons
Some roles can have a bit of a narrow scope and focus. Many BAs like that focus and singular analytical problem, but I generally preferred the more strategic/multifaceted projects. Capital One should work on improving diversity. Capital One has a strong preference towards college hires and I would not recommend this to someone coming in as a senior associate as an external hire. I do recommend it if you are applying for manager+ roles.