Pros
People are genuinely top notch smart - many have advanced degrees in science, math, and engineering. Far beyond the classic consultant as MBA. People use -real- analytics here, not spreadsheets and powerpoint B.S. Great learning opportunities. Consultants get to meet and interact directly with clients.
Cons
Many of the assignments involve heavy data crunching and application development. Math programming aka "optimization" is a company hallmark. If you're not into software programming or willing to learn quickly, this may not a place for you. Although the official line is that not everyone needs to be a hard core programmer, practically every project involves software in some fairly substantial way, and lack of software skills or interest is career limiting, IMHO.