Pros
If you are ambitious, quick-minded, know a particular industry very well, and are always, ALWAYS focused on the bottom line and landing that next six to seven figure 'engagement' (you are essentially selling of consulting services), then you may be a fit. Competitive pay. Potential for bonuses.
Cons
Be prepared for a very long---potentially months---interview process. Be prepared for long hours and deadline upon deadline. Be prepared to learn a (hmmm), unique report writing style and process based on an obscure book (the cover of which looks like something straight out of a well-known contemporary cult). Little to no training available outside of Cambridge if you have not been an analyst prior to being hired. Sink or swim on your own (going in as an analyst). I spent the two most miserable years of my professional life here.