Pros
Working on significant problems for large companies and being able to see the impact that analytics I performed has on addressing those challenges. Very open attitude in the tech approach applied towards solving each data problem, which provides opportunities to learn a broad range of skills without being tied to specific platforms or stacks. Lots of very intelligent team members that I enjoy being around. The office literally ends many weeks sitting around a meeting room for an hour having firm-provided wine and cheese and talking about things totally unrelated to work. That sort of thing never happened at my previous company.
Cons
Projects are often intense and require a rapid learning curve for new joiners. It's important to self-police and find a good work-life balance. Personally I enjoy the challenge, but it could be a bit much for some people.