Pros
The pay is good, the unlimited paid time off policy is awesome. Best work/life balance of any company I've worked for. It's very family friendly, which really struck me when I interviewed. Tons of photos of "MediaMath babies" on the walls, and excitement around new moms and dads coming back from their mat/pat leave. Fun company parties like karaoke, world cup parties, that kind of thing. Expectations are really high, and there's lots of freedom (and expectation) that you'll figure out how to accomplish whatever tasks have been set out. It's great for personal growth that way. They take a very pro-active approach to employee feedback. There's a company-wide satisfaction survey every 6 months, and they not only share the results with everyone, but create real action plans around places of dissatisfaction. It's not ignored or hidden.
Cons
The office spaces in NYC are sufficient and usable, but nothing glamorous (at least not yet! will change when we get our new headquarters next spring!). Chicago is building out a new office, which will be gorgeous. The company is growing pretty fast, so there's the typical "who owns what / stepping on toes" dance that seems to always happen during times of fast growth.