Pros
Amazing culture and life experience. Continuous training and climbing the promotion ladder. The company strongly promotes a positive work environment. Smartest and nicest people I have worked with who are always there to help. As a strategy consultant you are looking for three things - Interesting projects, creating real life impact, and engagement with the C-suite. You will get to experience all three here on a regular basis. Company talks a lot about valuing the entrepreneurial spirit of employees and they actually mean it. You get to participate in business development and overall strategic direction of the firm from very early on.
Cons
None I can think about except for typical consulting stuff such as travelling and long hours time to time.