Avantages
A few great minds are working here. Some engineers are super diligent and working really hard. The scale. The brand (if you care).
Inconvénients
If you never worked for a bank, get yourself ready for a cultural shock. Prohibitive practices. Endless meetings of little essence: the higher you are on the ladder, the more time of yours is wasted. Impossible to introduce cutting edge technology. Aversion to "not invented here". The decision makers are hands off and inhibit change, they have been here forever but have little idea how things are done elsewhere: they are defensive of their ways and their proprietary technical assets that they developed a decade ago. Toxic talks behind your back, the culture of complaining: if you did not make mates in the higher ranks, they will make your life miserable and make sure you're out. Add to it a big hiring offshore where the labor is cheaper but half day away, and the roadmap of making an engineer "an universal soldier" - the coder, the DBA, the 24x7 Support - all in one, and that will be you.