Pros
I agree with many comments in other reviews; if you go in with the expectation you will be consulting on the cutting edge of finance, you will be disappointed. If you accept that you will be thrown into random projects with little input and consideration of skills, you will still probably be disappointed but hopefully you can adapt. Actually, I am satisfied with the projects that I have been assigned to. The first project was with a great client and project team, so I think I was particularly lucky in that respect. I am not sure if this is a typical experience in this company.
Cons
Management seems to constantly changing directions and is inconsistent in messaging to employees. Be prepared to have to deal with some kind of new pet initiative that is talked about for 2 months and then suddenly dropped. Messaging can also be fuzzy, i.e. "great results last year" but disappointing bonus / compensation for most employees (even those who were promoted). I have worked at Capco for awhile and have seen many former employees move on to other opportunities; the part that scares me are all of the people that leave after 3-6 months on the job and then the bootlickers that remain behind and always seem to get ahead. Be prepared to be let down when hard work and efforts aren't recognized or appreciated.