Pros
Fantastic chance to gain exposure to development issues in the region, work with good budgets, exposed to interesting issues. There are many people at the IDB that are extremely intelligent and work very hard, but due to the bureaucratic structure these people are swimming upstream and probably doing all the work of those around them.
Cons
IDB organizational economics is based on consultants doing all the work so that the staff can do very little. The Bank is not a meritocracy: promotion is based on personal connections or even nationality. The more you work, the less likely you are to be promoted. IDB is primarily a political organization so nice to stay if you make a good bureaucrat, but pretty frustrating if you are dedicated to technical excellence and hard work.