Pros
Oliver Wyman is a great firm with top quality talent, with a culture that attracts people that are genuinely interested in helping each other succeed. Strong on-the-job coaching and mentorship in the case team environment, transparent performance measurement with rigorous feedback, quick promotions for high achievers, excellent opportunities for MBA programs or industry positions when leaving the firm.
Cons
The usual downsides of management consulting: heavy workload, lots of travel, unpredicatable schedules, difficulty maintaining a reasonable work/life balance while also meeting the constant expectation for very high performance. This intensity makes the firm a great place to learn a lot in a short period of time but a challenging place to stay for an extended career.