Pros
Salary comparable to what you can get in a big 4. I talked with a senior from a big 4 and she told me that, even though I had only afew months of experience, I was already doing things that you would normally only do when you are a senior in a big 4. You'll have to be very flexible, you'll learn a lot because you'll be working on different types of companies and have a wide variety of things to do. You'll additionally be working with people with the same expertize of what you can find in big 4 (most of them are actually coming from big 4. SME sized company, you'll have the impression to make a difference and can talk to managers or even the big boss quite easily. You'll be working for a high potential challenger on the market
Cons
Almost unknown outside of the financial/ consulting world if you're not in France. And even in this world, its reputation is even if good, not excellent. A culture of presenteeism, at least in Luxembourg, people stay even if their work is done. You can still leave but it is frowned upon. Some partners are wandering around the office every once and a while to see who is taking a break, who is leaving early and see who is still tworking after the traditional working hours. You'll be doing a lot of additional hours and unfrotunately only a very tiny percentage of those will be counted. There are not a lot of social events that are organized and you can't expect as many additional benefits as you would be able to if you would work for a big 4 company.