Pros
Citadel is a great place to work for someone without too much experience in the industry. You can make an impact right away and have ownership over your projects. This comes with more responsibilities and you get to interact with the stakeholders of your work. Having ownership means that you can see your project from initial design through to production. Since the people that use the software that you build are internal clients, you get feedback constantly, resulting in a fast paced iteration process. You will be learning alot really quickly and get to develop not only technical skills, but also communication, leadership, and financial skills. teams are generally pretty small and generally collaborative. The company has a very flat sturcture and results oriented. As a junior developer, quant, or trader, you have many opportunities to interact with leaders in management across different functions.
Cons
Citadel is split among different businesses. As an engineer, you will be supporting traders and researchers who generate money for those businesses. Not all the businesses have the same culture and thus team experiences could differ. This also means that there will be a team with a business need and culture that you will find compelling. Some teams' work life balance isn't too great and do work very long hours. Usually it is because the projects they work on are very time sensitive and high margin. Turnover is relatively high as some new people may not fit in well with the team and/or business.