Pros
There are so many data science problems here and we are just getting started. I've worked on everything from logistics to growth to shopper systems. We're addressing a six hundred billion dollar market and doing it much better than Google and Amazon. Coworkers are all smart and friendly; it's a very relaxed culture but with high standards around quality and urgency. High quality data that I almost never have to "clean". Work hours are flexible and I think the work/life balance is good by startup standards (though don't expect a 9-5).
Cons
I often work on nights and weekends, but there's a lot of flexibility around when to arrive or leave so my overall hours are pretty reasonable compared to any other professional- also I like the work so I don't mind doing a lot of it. We don't have the name-recognition of Uber or Airbnb yet. I'm getting fat on all the free food ;)