Vantaggi
The experience you'll gain is absolutely invaluable. SQL and SAS are both extremely useful languages to know and will serve any employee well in their future. The work is generally fascinating and meaningful, and there is ample opportunity to work directly with clients if you're placed on the right team.
Svantaggi
Apart from the long hours (and there are many), management will repeatedly ask you to do jobs above your title with zero increase in compensation and no hint of promotion. Despite clearly outlined benchmarks of what is expected at each employee level, low-level analysts get abused and stretched without getting anything in return. Upper management is aloof and unconcerned- as long as the work gets done, it doesn't matter to them.