Pros
The work and people at Bridgewater are incredible. It is a challenging place to work - you never feel like you can rest on your laurels - they consistently push the organization and each employee to get better. They have been in business for 40+ years, so all of the easy questions have been asked and answered, so all that is left are tough questions, puzzles and challenges. The employees are exceptionally smart, talented, intellectually curious, funny, and more humble than I ever would have expected. It is one of the few places I have worked where I hop out of bed and am excited about the day and who will be in the trenches with me. The feel is like that of a highly-functioning competitive sports team. Everyone "coaches" each other with direct feedback with the goal of getting better both individually and as a team. I've never seen a company take such good care of their employees - the employee benefits are truly as good as it gets and they keep adding to them each year.
Cons
There is a ton of critical feedback here, even for very high-performing individuals. If you are someone who stays up at night tossing an turning after getting some criticism at work, this probably isn't the place for you.