Pros
You are quickly immersed in challenging projects, giving you great opportunities to learn and develop your skill-sets. Also, you have a great exposure to high-tier clients, being an active participant in meetings with Senior level banking executives.
Cons
As regards benefits, the pay is extremely low and the only benefit you get is an OK medical insurance. As regards working hours, they are quite long and clearly do not reflect adequately the benefits received. Finally, there are many long moments (sometimes a month or more) in which you have nothing to do as you are either waiting for a project to begin or waiting to receive certain data, and during your first days you also face this problem as the company does not have an introductory program and merely hands you a very long power point presentation with which to enjoy yourself for one or two weeks.