Pros
A great place to learn and grow. I've seen really young employees take control of million dollar accounts. Mu Sigma has the courage and the confidence to expose each of its employees to the biggest of clients which presents a great learning opportunity to its employees. The hierarchy is genuinely flat , so much so that you can walk up to the CEO and tell him what you think about his policies/ management. I've done it myself and it gives you a great feeling that people at the top are open to criticism coming from even the least experienced of employees. Last but not the least a great peer group at work makes your work more fun than it's supposed to be. To cut the long story short, if you're young, eager to learn and work, ready to walk the extra mile for it and like confronting the CEO, dive in. :)
Cons
Not really a pay leader and not really a safe haven for the 9 to 5 types. Pay packages are well below the industry standard. Extremely demanding at times but very enjoyable at the same time, if one's up for it!