Pros
You get to learn a lot about different technologies, you're always busy (never bored), and they're very interested in cutting edge tech
Cons
Priorities change often, sometimes daily, but the timelines don't change with them. Expectations from upper management are "aggressive". 60 hour work weeks are the norm, but don't spend 5 minutes reading the news while eating lunch at your desk or they will notice and remember it. Pay is inline with the rest of the prop trading world, but not amazing. They have a tendency to screw people on their bonus (dismiss late in the year or pay out only a small portion of their target). At least for the support staff, and the partners don't like hearing "no" as an answer. Partners have snarky nicknames for most of the staff. Management is very clique-y and if you're not an Aussie or Brit you won't fit in.