Pros
The office is beautyful and you probably won't find much better anywhere else. People are also great and it's an excellent place to make new friends and meet people from all around the world. It's a not a bad place to start your career but don't stay too long!
Cons
Salary is not competitive at all which is very demotivating. Career prospects are poor and senior management have not been trained in leadership at all. Working hours are NOT flexible. You often feel like working in a factory and all that is important is statistics before quality. It doesn't feel like management cares about you at all which is bad for moral and team spirit. Lastly, Bloomberg is known for having a very flat structure which is not really true. Even people used to working in investment banks say that Bloomberg's management structure is more hierarchical than those in banks. Unless you know the right people in the US it is very difficult to get a say in anything.