Pros
You will learn a lot and potentially be set up for a good career moving forward, just know going in that this will not be a long term job if you want to have any semblance of a life outside of work. Knowing that it was just a stepping stone to something better is the only thing that kept me sane.
Cons
The salary is extremely low- even after 2 years with the company and multiple raises.
You will work well past 5 every single day and not be rewarded or even acknowledged for it, but if there is one day you leave at 5:15, they will definitely notice that and say something about how you must need more work. You can also expect to come in on Saturday at least once a month.
The CEO is a lunatic and not a nice person. The fact that I was contributing to the bank account of Michael Lewis made me loathe my job even more. When I quit, he told me that I was an idiot and said he knew I didn't have what it takes to succeed, even though a month earlier he told me he was impressed with how smart I was. You can expect to be talked down to and treated like garbage at least a few times a month, even if you are good at your job.