Pros
They truly do care about your career development and the work you do here really has an impact. It is common for work in this field (investment banking, PE, etc.) to seem like it is not being used but here, you really see the direct impact of the work that you do which makes for extremely rewarding work. I have never seen a manager (Graeme Buchan) invest so much personal time into the professional and personal development of his employees and it truly is evident when working here. As with anywhere you go, you get out what you put in. That is even more apparent here as the more you dedicate yourself to learning and going outside your comfort zone, the more you will learn and the more you will see the fruits of your labour!
Cons
It may be unpaid but the professional and personal development you receive will be much more valuable than any dollar amount an intern could receive.