Pros
Good starting point for due diligence and research analysis. Hard to get this experience anywhere else and will get you a great job elsewhere if you can take working here long enough.
Cons
You're starting at the bottom and need to deal with it if you want to learn how to use really expensive and comprehensive investigative software. You won't have any experience with it and are replaceable if/when you screw something up.
A lot of these reviewers really hate the managers. They seemed ok most of the time. The partners worked for a prestigious research firm before starting their own business, and that attitude carries over. The big problem is they don't pay what those firms do to justify dealing with the hours and the "toxic" environment the other reviewers are talking about.
You will do a lot of work, receive no credit for it, and possibly get fired for making a mistake. So check your work and keep your head down. Almost all of the clients are hedge funds and VC's that are unforgiving and don't take days off, so neither will you.
If you're fresh out of college and can't get another job try it out. If you get out the other end you'll be hirable and have a good career ahead of you.