Pros
1. Work with really talented and smart people. The team employs some of the best programmers including winners of the world-class programming competitions.
2. Really competitive salary, amazing office perfectly located in the center of Moscow, catered lunch, snacks etc.
3. Great teambuilding events and trips, educational and self-development oppurtunities in office (English lessons, culture and art lectures etc)
4. New technologies and ideas are always weclome if they can help your team/company
5. No bureaucracy at all
Cons
I think things have been changed but in the past there were few cons:
1. Interteam communication wasn't as good as expected (as I know it's fixed now)
2. Working hours sticked to stock exchanges markets' hours. It means usually you can't start earlier to leave office earlier
3. Work from home is not welcome