Pros
I was an analytics representative at Bloomberg. Bloomberg spends a lot of time and money to train you on key fundamentals of finance, from equities, fixed income, fx/commodities, and economics. the amount I learned in the short amount of time was much more than I expected. Great place to get a knowledge base and learn a software widely used in the financial sector. Good place to go into sales, as well, but with the finance industry staggering, Bloomberg's sales are reflecting this negative turn (which affects bonuses)
Cons
Bloomberg has a great atmosphere with free food, cool office decor, expensive summer parties and occasionally free catered food in the office. Though this was great, and despite having excellent benefits and 401k package, the base salary was very average (for analytics). I think they try to convince you are getting a great deal with the environment that you forget there are other jobs out there that have a better pay package. The bonus is pretty small relative to other firms as well. It's a great place to get experience and learn about fundamental finance, however.