Pros
Pay is good/decent, benefits are amazing. Perks are really good (gym, free food, all the snacks in the kitchen, etc). Lots of smart people walking around that are mostly humble and will answer your questions. Complex environment but you can and probably will learn a lot in a relatively short amount of time.
Cons
The usual corporate bureaucracy and politics. As Two Sigma grows into a medium-sized entity, there are some growing pains. Limited upward mobility depending on your management chain (they essentially shut down a partnering project with a chance for me to transfer to that team). Depending on your engineering area, work/life balance can be bad. Mixed use of proprietary technology and open-source. The proprietary stuff could hurt your marketability. Did I mention all the politics and corporate red tape around everything?