Pros
Millburn allows great freedom to individual employees in the Research department. I come and go at whatever hours suit me. Research is collaborative and both the Associate Director and Director are very supportive of individual researchers coming up with their own ideas and exploring them, generally without any hard deadlines. Despite the relaxed environment, productivity is still valued and the group is very meritocratic.
Cons
No one has ever discussed my long term future in the company; I have no idea where they see me being in five, let alone ten years. I think my compensation is below average given my education and skill set.