Big 4 Consulting Banking S&O - Best city for exit to industry

Hi all,
I got hired into the big 4 banking S&O a few years back in their Washington DC office from industry. I had 8 years of exp then - focussed on technology transformation and change management. Been through same old shyte of crappy projects since. Decided to go on a secondment outside of the US for a change. Hasn't really worked out and looking to head back stateside, but for obvious reasons, would be hard to shorten my secondment and head back to my current employer.
I also want to exit back to industry - in a bank's technology change or strategy division. The first city that came to my mind was NYC with the most viable exit opportunities but I would like to get your thoughts on other locations like Chicago, Charlotte or even SFO. The goal is to go back to industry but I am also willing to move to another consulting firm (as a last resort) in a location where travel is limited and I actually get to work on something interesting. Any thoughts?
Thanks in advance