Pros
Benefits are good: for example they offer good life insurance. Many vacation days: about 24 days for new full time employees. Pay is relatively good: one of the reasons I went there in the first place.
Cons
High turnover: for a while I witnessed 1 data scientist resigning per week. There were just about 50 of them at the time. It was like a bus making stops so people can jump on and off. Very volatile: about 2 re-org every year. So you are out of luck if nobody in senior management counts you in his/her circle. There's little growth room for people who do the actual work because you don't have opportunities to present to senior management. That attention-grabbing job belongs to people whose job is to talk. Chaos: you might be a senior manager or even director as a data scientist, but don't be surprised if a manager who do the talking to senior management and is trusted by a VP tells you what to do (most of which can be done by a high school student). I would've never accepted an offer from AIG had I known what it's like to work in the AIG Science team.