Well, I don't work for Shenzhen Airlines, but I do live about 50 miles South of the border and work for brand "CX". What do you need to know - specifically?
I CAN tell you that it's a growing, working-class city of about 8 million.
Serious traffic congestion.
Heavy industrial pollution - air, water and sea.
Cost of living cheaper than HKG, but not really crazy cheap. More like comparing SFO with PHX.
Housing is cheaper, but there are expat traps - beware what you commit to.
Internet traffic is heavily censored and monitored.
English is not widely spoken, you WILL have to learn passable Mandarin to get around efficiently.
There is a very good Metro system.
Buses are plentiful and cheap, but you need to be able to speak (and read) Mandarin to use them effectively.
TV channels are monitored on a time delay system. If "they" don't like whats broadcast, you won't see it.
On the surface, nothing insurmountable. The FEDEX SZX based guys are (to a man) all living in HKG. I guess that says it all.
There are a lot of expats there. I am at another carrier in China with friends at Shenzhen, and, overall it's o.k. they say. Coming to China and flying with one of the airlines here is a major mental adjustment. Especially, if you are from the states like me. My advice is go to PPrune and read the Asia site. If that doesn't scare the hell out of ya...............come on over.