Pros
The work is interesting, you learn a lot about the industry, and the people are curious, friendly, and driven. The company is growing fast, and the overall tone is optimistic. While consulting always involves the balancing of the science/medicine and the level of understanding and interest for clients, having coworkers and supervisors that have the interest and ability to dig into the issues makes for better and more compelling work.
Cons
Having a schedule that's more conducive to exercise would be appreciated (for instance, the ability to take a long lunch and run to the gym). A little formal, but that's to be expected in the case with consulting. The office is quiet, which can grate on more extroverted candidates- this is partially due to a very open office plan (particularly in the case of newly hired analysts) and the need to be mindful of the work-space of others.