Salary lower than market average (it can be compensated by RSUs on higher grades, but you'll have to compete with workaholics, see below).
Most of technologies are in-house: cloud, building, deploying, virtualization, monitoring, map/reduce, storage, mono-repo and so on and so on (most of technologies on market don't scale to Yandex scale). Prepare to learn from the start. If you leave -- prepare to learn again.
So-called duty (dezhurstvo): prepare to support internal users, administrate your service, deal with quotas, SLBs, monitoring, fix f___ups. It can last a week (including weekends if something bad happens). And after several weeks -- repeat.
There are almost no system administrators -- all developers are SRE/DevOps, whatever.
Development is C++ centered (hello, building python projects into giant binary)
Work/life balance is not that good -- most people around are workaholics. And you will have to compete with them, because on biannual performance review you'll have to show that your results are better.
Severe Google-style interviews -- prepare for 8 hours of interviews, at least half of them are algorithms (even if you won't use any of them them in daily work).
Open space environment (can vary from small offices with 8 tables to up to ~40), sometimes very noisy (you'll recognize your colleagues on the street by noise-cancelling headphones) .
Many meetings, not that many conference rooms.