Pros
Professional and personal development, enhanced through a culture of coaching and frequent feedback. Amazing culture, great people to work with and learn from. This is particularly important given the intensity and long hours. Work experience difficult to match elsewhere, working directly with CEO's and top management to deal with their most pressing issues. Great for career opportunities when thinking of an exit from consulting. Management is very open, and willing to help consultants in their development independently from their decision to stay at the company.
Cons
Work/life balance: as in any consulting job, it implies long hours and travel. Also, constantly steep learning curve, and job intensity requires to be passionate about the job in order to really enjoy it.