Pros
The firm can pay well if you are considered an "essential" employee. Very international team, and you certainly get the sense of working for a global firm.
Kontras
The heart of the firm is a Swiss Bank. Once you've been there a few years, you'll discover that all employees are not equal; Swiss are treated well, everyone else in the US is good for as long as you might be useful. The Risk Control area is undergoing stringent cost cutting at risk of creating problems for tomorrow (they are definitely cutting well below in Risk vs. US firms), and good senior folks are being shown the door, while Swiss employees replacing US personnel at all levels on expat contracts. Be very careful about being a senior hire here. HR has fired numerous employees for "cause", usually on trumped up charges in order to avoid paying out deferred compensation and severance. This place is only as good as your last direct deposit.