Pros
Great talent, high energy, many diverse and interesting projects, fun environment. Met some of the smartest people I've ever known.
Cons
No salary (this is NYC, for crying out loud). Management was generally fine, but consisted of a vast hierarchy that often insulated higher-ups from recognizing the impact of top-down decisions. Some degree of nepotism was obvious, though not in analytics. Typically felt like you weren't trusted by the system (which is fair, since we were hacked at least once during the summer).