Pros
Instead of watching Silicon Valley, you can live an authentic rendition of it at work. If you joined earlier on, you now have one of the best tech alumni networks in Chicago because nearly everyone you know has probably left for somewhere else.
Cons
Caveat here is that Data Science was one of the few bright spots in an otherwise terrible company. It was never clear if the goal was to have a successful technology company or a cult. Rather than addressing tangible reasons for departure, people who left were written off as not buying into the company vision. The reward structure seemed to favor people who could over-promise on behalf of others without doing any of the work. Project direction was set by people who spent all their time talking and none of it understanding the technology they were over-promising on. This led to quarterly pivots where everything you worked on for the last quarter was unceremoniously tossed in the garbage because objectives had shifted. Retention is awful. You can trust that anyone you enjoy working with has either left or has one foot out the door.