Pros
Good name to put on resume, you got to learn some financial knowledge. Lots of training available if you like to learn education/personal investing/some celebrity talk.
Cons
I'll put this way, recruiting is like sales pitches, and I did not find the number anywhere close to what they advertised. Internal technology is terrible(almost nothing works reliably) and GS is not fixing them! architecture is also based on these so you will see some really really strange architecture. code base is absolutely the worse I've seen. You will find you have no transferable knowledge when you apply for new jobs. (Maybe you learned a few finance words and tons of politics tricks?) Office politics is nightmare. As a hardcore software engineer, I did not enjoy any minutes here, that's why I left.