Pros
My experience is primarily with the UK office. To be clear for anyone applying for a job, Wolfram Research Europe Ltd is not Wolfram Research. It's essentially a glorified reseller of Wolfram products. They will pretend they are more than that, and that is where a lot of conflict arises. This is a general theme of the company - the two Wolframs are often mixed up and credited for the same things, when essentially, one is the inventor of a clever piece of software and founder of a large company, the other had next to no involvement in this and runs a smaller company reselling selling the software. Anyway - Pros! If you can get a job that doesn't involve working with anyone past the first level of management, you'll have an easy life. You can essentially coast without much worry, in a nice country surrounding.
Cons
Work with anyone above the first level of management, especially the CEO (which is quite hard to avoid, seeing as micromanagement is his middle name), and you'll be expected to work extremely hard, well past your standard working hours. Don't expect reward for doing this however, you will end up primarily doing it to avoid being screamed at - "WHY HASN'T THIS BEEN DONE YET IT NEEDS TO HAPPEN NOW" (childish stomping of feet will ensue). It sadly amounts to the dynamic of an abusive relationship. Those in power are actually extremely insecure, which you will quickly discover. You will then see this manifest in control over those working under them. It's extremely unpleasant, and something that I only really noticed after leaving and discussing with others who have left.