Thinking about moving to Mexico (Mexico City)

Hi all,
Wasn't sure which section post in, so apologies if I've posted in the wrong place.

I am currently living in Chicago but lately I have been considering moving to Mexico. I would like to know if anyone has any advice or tips or anything to say really, pro or con, about living in Mexico. I have some close friends in Xalapa, Veracruz but don't really know anyone in DF. I have been to Mexico many times in the past year so I am aware of the culture differences!
Also, any advice on how to find jobs would be great. I have 8 years of experience working in financial services(trading and market making to be exact). My Spanish is not that great, and I am considering moving south of the border to improve my language skills.

As I said before, I would really appreciate some feedback from anybody who has gone through the whole process of moving to mexico, getting a job, visas etc etc.

Muchas gracias a todos