Ventajas
Good benefits although salaries sometimes struggle to compete against Paris financial private sector salary (depends which sector/job) - but numerous add-ons help bridge that gap (bonus, subsidized flat, holiday lump sum etc...)
Work culture is very french, which has pros (lunch culture, good communication) and cons (hierarchy is strongly felt, administrative complexity for promotion...) and it could be a challenge to integrate as a non french native (even worse without speaking french). Although some direction (especially ACPR) are way younger and more international.
Very good work-life balance, with work load on average oslightly lower than average (there are peaks).
Desventajas
Very stable but slow career progress (possible but requires networking, work)