Avantages
I work in the UK office (in Cambridge). Almost everything is a pro here. The problems are always challenging, and the managers do not push you to deliver, but still they have a good view of the team, thus they know if someone needs some help. The work-life balance is astonishing. 5:30 sharp is possible to go home, none never asked me to stay after business hours (although I admit that I tend to stay late since I love what I do). People are always nice, competent and humble. You can ask everything to everyone and they always try to help. Finally there is a constant push for learning and improving. Book-clubs, trainining, courses and so on. Anyone passionate about math and programming should join us!
Inconvénients
Maybe the only drawback (in my opinion) is the lack of papers that we publish, making MathWors not extremely a research oriented company.