Pros
It really depends where you are in your career stage. I always think COF is a great place for fresh graduate from college or even from grad school w/o working experience (including MBA's changing industry). The people you work with are very smart, with very diversied backgrounds (both academic & culture wise). The management is very open and encourages innovation/new ideas/initiatives. Knowledge-sharing is almost like an imperative and teammates are very willing to help out. Lastly, but not least, is the training provided on campus - which includes both competency (e.g., structural thinking, networking, etc) and technical (SAS, SQL, etc).
Cons
Be prepared to be aggressive - there are many international guys here (including direct hire from India). They are not here just for the job - people are willing to put in extra long hours to shine. Be prepared for frequent re-org that will change your reporting structure, and ultimately impact your performance review if you fail to manage it properly and closely.