Pros
Great people, friendly atmosphere, chance to work outside the remit of your own role, great benefits, socials of all different kinds (BBQ, Film Night, Gaming Night). They support Corporate Social Responsibility - supporting causes in the matching employee fundraising etc... Trayport is an interesting company with a real desire to continuously improve, for its client, employees and shareholders.. There's plenty of interesting work and chances to learn about new things. The free breakfast and biscuits are also pretty awesome. As is the location of the office.
Cons
Having come from fast-paced environments, it was a challenge for me to come at things a little slower - but this is no bad thing, really. Employee processes are less sophisticated than at previous organisations, but this is changing and is no big deal.