Pros
Great location, cool office, smart people, interesting research. If you're the type that wants to work in a McKinsey type environment, and are wiling to truly drink the company Kool-aid, you might actually like it here. They do some very innovative research, and you can really enhance your technical skills while working here. It's kind of a start-up culture.
Cons
Really insular culture, long hours, passive aggressive communication style is the norm, and an a generally unsporting environment. Most of the leaders of the company are from the same PhD program, and have worked together for a long time. All the main research team sits in one room, and the analyst team sits in a dark basement. It's weird. I did not like my experience at this company. When I left, I felt like I'd been paroled. Other than that, it's great.