Pros
The company places significant value on those who bring significant value...if you are allowed to do so by your manager. Skills such as VBA, Python, and resiliency are treasured within Bloomberg's Global Data division. You are exposed to every level of investor from back office analyst to CEO. It looks great on a resume.
Cons
Global Data in particular needs to be completely gutted of the awful talent that is leading it on almost every level. The organization chart has become a mess, and people who should be leading departments are suppressed by awful managers who are in their positions because of how long they have been there and who they have befriended. This goes for many, many Team Leaders too. Your experience at Bloomberg will be significantly impacted based on who your initial Team Leader is.