Pros
Friendly, smart, and dedicated coworkers and managers. As an engineer, I enjoy using the products and as a business person, I believe those products actually do "accelerate the pace of engineering and science," which make me feel pretty good. Management is willing to help you offset your workload if it is too much, so speak up, and you will be heard. Being a private company, stakeholder = employee , not stockholder, which is great. The company is steadily growing. Overall, MathWorks is a great company to work for.
Cons
In Japan, the end of a fiscal year is March. A lot of customers ask for consulting services between December and March, and it gets pretty busy. If you want a job that is very steady, like 8 - 5 pm throughout the year, this is probably not a good position. On the other hand, if you get motivated to produce great outputs under some, reasonable pressure, consulting is great. You might feel that salaries might be lower compared to other U.S. based tech companies.