Pros: you get to work with "big name" companies; you get to work with "real time" data.
Cons: no work-life balance; very cliquish; questionable methodologies/practices.
All I could come up with is:
1. Work with "big name" companies.
2. Work with "real time" data.
... it's a short list, I know.
1. Very cliquish; difficult to "break in" to the group. Some long-time employees treat you with disrespect because you're "the new guy" so I found it very difficult to fit in.
2. While they talk about work-life balance, they don't actually practice it. You're to be "plugged in" all the time. They want you online on your company-issued laptop and they "strongly encourage" you to set up your work email on your personal cell phone, too. It basically becomes a 24-hour per day job.
Get an email at 2:15AM? You better answer it! If you wait until you get to the office in the morning, you'll be questioned about why you didn't answer it, lectured as to how important it is that you be "in the loop".
3. Telecommuting is offered, but there definition is a little different. They'll let you work from home, but that's after a 10+ hour day of working in the office.
4. Talent flight. I would hear the conversations in the break room or cafeteria of people who were openly complaining about the environment and their desire to leave as soon as they can. I wasn't surprised when I would hear that so-and-so had left to work for another company.
5. Rumor mongering! Goodness gracious but there was always someone talking about someone else! Now that I think about it, this is tied to Cons #1....
6. Questionable practices and methodologies. They are in a competitive market but I saw "smudging of numbers" -- "Is that a 1 or a 7? Let's see how it works out with both and go with the one that gives us the best answer!"