Prós
The work responsibilities covered most of the course contents one would learn in a typical MFE degree program: pricing derivatives, building IR term structure, risk modeling. What's more, it is extremely valuable to gain the practical experience in great breath with quant programming such as implementing risk products in Monte Carlo or working with C++ quant finance libraries. Flat hierarchy. The CEO is bright and insightful and willing to offer helps. The managing director is also a knowledgeable and easy-going person. It's has a good environment to discuss various topics and bounce off ideas with your colleagues.
Contras
Compensation was not attractive (granted that I worked there when it just started up for not long) . The company was not well-known so the experience was less recognized outside of the NYC area.