Pluspunten
I learn a lot all the time and have a ton of autonomy and respect. Working at AppNexus I think I continue to learn at a rate comparable to grad school. It's a very low structure environment which can be good and bad simultaneously. Smart people seem to get ahead at AppNexus. It's a great fit for me in my life right now. It's never boring, and I love my work. Now that the company is bigger and things are not as hectic as they used to be (as they were when I joined the company 2.5 years ago) it's clear that management is making a big investment in research and development. This is obviously good for me, and a big opportunity, but also a big challenge.
Minpunten
If you're used to being a big fish in a small pond working at AppNexus might be challenging to your pride. I've seen people struggle with this, and there is a ton of really smart people so your ego might get bruised. Also, you REALLY have to be autodidactic - this can be either a blessing or a curse. While navigating the political structure of AppNexus, you must be able to discern the context, what's really important, what's not, what's likely to be important, what won't be, etc. This can be maddening. Some projects can have really dramatic shifts in their scope and requirements and functionality. The CEO often hands down edicts which sometimes cause dramatic shifts in priorities and objectives of these projects. That could be a big con for you. Getting paid what I consider fair has been challenging.