Pros
Kaspersky Lab is a cool company doing very cool things. You can read more about it in the press, but it's basically the only Russian company that, rather than extract, refine and sell some natural resource, has created a great IT product that is recognized and competitive in the international market. The company culture is relaxed and the company is truly international, with over 30 offices and sales ops all over the world. Besides usual business trips associated with your position, they send all managers from around the world twice a year to Moscow HQ for a holiday party and summer picnic.
Cons
Sometimes the fact that HQ and top management is in Moscow slows decisions and taking actions that the regional office needs to take or act on urgently.