Avantages
I was hired straight out of university and did technical support for 1.5 years. Made some lifelong friends and gained a breadth of knowledge in practical mathematics/analysis. Next 4.5 years was spent with a math-centric software team. I would recommend MathWorks for either starting a career in numerical computing or supporting a family. It is very difficult to move up or down the corporate ladder. You learn 95% of everything you'll ever need to know in the first 2-3 years.
Inconvénients
While a job at MathWorks work is very stable, it comes at the price of long-term stagnation. Understand that MathWorks is a private company and has been run by the same person for 40 years. Most managers have been with the company for 15+ years and there is an emphasis on the "slow and steady" mantra. Both salary increase and career advancement are slow. After 6 years, I left as a junior developer -- the same position as when I started.