Pros
Compensation, Benefits. Capital One is probably one of the leading financial service companies in terms of pay. I've seen VPs and above at other institutions come to Capital One, receive a lower 'title', yet make significantly more than they were making at their prior employer. Work is interesting as well, particularly as we attempt to integrate 2 regional banks that we brought within the last couple of years.
Cons
Bureacracy. Capital One got in trouble with Regulators a few years back for the lack of a formalized compliance program, so of course the company did what any institution does in those situations, which is to over-engineer their remediation efforts. This has caused the company to become less nimble and innovative as it used to be.