Pros
The best reason above all else to work at CG is the benefits package, especially the retirement (15% of your total annual compensation put in a "Master Retirement Plan" for you). That is mainly why I have decided not to look for work elsewhere yet. Another pro would be not having set hours to have to come in, so you can come really early and leave early if that's your style, or come in a little later without getting in trouble if that's more up your alley too. Some of the people are very nice to work with (while others make me wonder how they ever got hired), and everyone feels very proud to work there, which makes you proud to work there too.
Cons
Ideas are never really heard. Work is never appreciated. The new guy is expected to not only learn how to do something, but to document it and then teach it to more senior associates who supposedly already know how to do it. And all of it goes unnoticed. There's a lot of talk of "going above and beyond" to impress, which is said to be needed if you ever hope to be promoted. Unfortunately no one really seems to care what you do, no matter how "above and beyond" it is. If you ask for help, you're later told that you should have figured it out on your own. But then you hear time and again how it is so "team oriented" there and to never feel alone, never be afraid to ask for help. It's a pretty hypocritical environment, all in all.