Pros
Extremely talented group of people I am fortunate to be able to work with. The partners were the cream of the crop at several large trading operations before leaving to start Quantbot in 2009. The company is extremely innovative and everyone here is very talented and also very easy to work with. Virtually zero employees have left since I joined five years ago. There are numerous cutting edge projects to work on and management is competent, flexible and practical. Everyone here is technical to say the least and there are no business people or managers that aren't competent developers and/or mathematicians. We get a lot done with very few people and try to automate everything. It's a great place to work.
Cons
The cold water in the far restroom sink doesn't work.