Pros
Great people, great company, fun atmosphere, prestigious and interesting projects, challenging work, highly intelligent coworkers, open information sharing globally across the firm, opportunities for learning, opportunities to create your own path and learn what you want.
Cons
Long hours, and not so great if you end up with one of the few terrible managers. The vast majority of the people there are great and you'll likely love it, especially at the lower levels where you aren't a threat to anyone. However, there is a bit of political game-playing going on at the higher levels, and unfortunately some of the leaders with high integrity are blind to the games of the people without it. The ones who do see it may not be able to help you.