Pros
This is where you go, if you want to go places. Working in small teams on C-Level strategy and corporate finance topics. As a junior, with no place to hide, this is where you get maximum exposure and where you hit the ground running. You're not here for a walk in the park, but you get the opportunities of a life time to take responsibility and leave a mark. From Google to Microsoft, VC funds and startup founders, everyone that decides to leave at some point is going places. Those that stay get the chance to grow.
Cons
Workload can be significant, but thats to be expected for a consultant job.