Pros
participated in two rather big projects (with hundreds participants). both were rather challenging, interesting and gave significant experience. being part of such projects provides You with an opportunity to work with one of most complex and highly-loaded systems across Russia. was lucky enough to meet interesting and skilled people, but it, of course, is not guaranteed - company is too big to be always only this way in every team. company provides with good high-end equipment. can't recall any significant bereaucratic issues.
Cons
as company is so called 'to-big-to-fail' bank, there are rather many corporate courses on security that employees are obliged to complete. it is not that bad and, frankly speaking, rather common for all corporations of such scale, but may surprise someone not having work experience in enterprise.