Pros
The work can be interesting. The market changes and it can be interesting to learn about innovator products and changing platforms. People are generally polite and are welling to help across branches and divisions. Benefits are okay. Management is generally supportive of helping one balance work and family.
Cons
Limited resources. As the work and responsibility of the agency have expanded with the Dodd-Frank Act, work demands have increased. Unfortunately, as a political ploy, Congress has withheld much needing funding to support this new directive. Employees have do a lot more with much less. While administrative staff and the human capital/human resources offices may find the salaries to be great (as they wouldn't be paid nearly as much to do the exact same work anywhere outside of the government), those working in more technical roles (e.g. economists, analysts, attorneys, legal assistants, etc.) are underpaid (salary & benefits) in comparison to their private sector and their agency counterparts (i.e. those who work at the SEC, Treasury, etc.). There has been much turnover in recent years because of this.