Pros
I found my time at Jump to be really, insanely valuable and would encourage anyone to join. It is an excellent place to be if you are motivated and want to work with really smart, dedicated people who are (mostly) not dicks. Without question this was the best place that I have worked, and I fear that it will remain so going forward. London office space is really nice. Lighting a bit of a problem, but workable. You need to know your stuff (which, if you get through the interview process, is quite likely) and be able to defend your position when you are right; I found admitting and owning it when wrong to be valued. You can expect people to do their jobs, do them well, and go the extra mile. The company seems generally quite willing to work with employees and (given you lay the groundwork with your target group) willing to move people into new roles after they have proven themselves. This is particularly true for people who have been with the firm a few years and shown skill and dedication to the job. It seems to be more true now than it was in the past. The London office is probably one of the best places to work on the planet. (And I'm leaving!)
Cons
Friday lunches will fatten you up. Chicago office space is a bit of a bunker (but I think a well designed one if you are interested in getting things done). Some people are a bit egotistical; most are not. Given the overall high skill/ego ratio, and the low number of dicks, this is probably a pro. An individual's experience will be highly dependent on what group they join, particularly in the front office. Tough interview process.