Pros
Many extremely talented software developers who are very experienced at .NET (C#/F#) and C++ (including C++11). Use the latest tools such as VS2012. Lots of good internal technical talks and mentoring/group discussions which allow you to broaden your skills/experience. Gain financial market knowledge by working on interesting projects. See how your work makes a difference in the real world by actually working with clients, client managers and product managers (if you want) on a semi-regular basis. Learn how to build software that really helps the client by hearing real feedback.
Cons
Sometimes there is an over emphasis on how things are done (i.e. processes) - rather than just valuing delivering quality software - but this is improving with the new CTO - hope things continue to get better.