Relocation

Hi all, I currently work for a BB in AM in a non NYC location (SF/Chic/LA) as a 1st year analyst. My team sits in four locations - the three prior named cities and NYC. I was born and raised in NYC and I took this position in order to branch out. However, while the team is fine, I am starting to feel depressed about being cutoff from all my friends on the East Coast and want to move back to NYC. Is it a big no no for me to ask my team if I could work for the location I sit in out of NYC or would my best options be to switch firms? 

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