The people, quality of life, and types of projects.

Occasional long hours during compressed deadlines which sometimes can be avoided with better planning.

At least in the European offices, having a solid knowledge of Corporate Finance and a very deep understanding of Economics as a whole will help you immensely. Also having the gumption to figure things out on your own. That is not to say there is no support from your N+1's because that is certainly not the case. It is simply more efficient to learn things for yourself since that is the knowledge that will stay with you.