Pros
Most of the staff are all around the same age and share a lot of common interests. If you get on the right team for your personality, this can be an awesome place to work.
After I left, I interviewed a lot of companies, and they loved the fact I had experience talking with senior level executives at Fortune 1000 companies... This has been a huge asset in my career.
It's not for everyone, there can be a lot of dry months, but the right team, with the right personality, you can really crush it.
Also, lots of opportunity to travel. In my first year and a half I got to attend 2 events.
Overall, coming out of university it was cool to work in the financial district, with people my own age and make a decent income.
Cons
There is no room to improvise when you first start - it's militant.
You have to learn to avoid people who complain about the company because they will likely not be around long.