Pros
Capital One might not be the biggest name in financial services, but that only makes it somewhat more willing to try new things and step out of the box a little more often than some of its competitors. Most decisions are made with a good deal of analysis and information about the market, which makes shots in the dark few and far between. You're surrounded by smart people. Not only are other analysts capable, but so is most of management, having risen through the ranks themselves. This helps give the impression that there is upward mobility within the company and gives associates something to strive for.
Cons
Capital One has re-orgs on a fairly regular basis. It takes a while to fully understand what your new role is inside the company, and sometimes by the time you get settled and understand the different aspects of your new job, you've changed roles again. Rapid changes to your managers might also prove to be a hindrance to getting promoted - if your new manager hasn't worked with you in the past, it feels fairly hard to get recognized - I have had very competent coworkers who have been in this situation. Lastly, you are surrounded by smart people, and you are often second guessed by your management - but that serves to keep you on your toes and to produce airtight arguments.