Pros
You are definitely working with smart people and the project "changing the banking industry from the inside" is just amazing.
Cons
There are just sooo many rules. For example you need to be at the office before 9 or you'll have lunch duty. You can't leave before 6, unless your manager makes an exception. You need to send a status update every day so management can check up on what you're doing even though they're selling it as you keeping track on your own effectiveness. Even though, when they don't agree with a point in your status update they'll email you about it to check why you've done something a certain way or why you've made a certain decision. When you're there for a while you start believing this is normal, but when you're talking to friends that are working elsewhere you are reminded that it's not. Not even in big corporates.