Basic pay is pretty poor, but dependent on your circumstances the tax rate in Lux is low, so when I worked there as a Captain I banked Euro3800 of the basic pay. The allowances really bumped up the salary, but you have to work away about 20-22 days per month, so if you can hack that then you'll bank about Euro5500-6000 per month. I'd have to agree with Azzura Guy though, the company is let down by it's management's arrogant and short sighted attitude towards it's employees. There are very few pilot's working there that are happy with the company, though most won't admit it to the management.
If you want my advice, then I would have to say that I think you want your bumps feeling if you are considering paying for an ATP type rating and then working for West Air. There are lots of job's at the moment working for much better companies where you don't have to pay for your rating, and even more jobs working for better companies where you do have to pay but will at least get you a B737 or Airbus rating which is a whole lot more useful than an ATP rating.