Advice Needed: junior/mid-career opportunities in NYC

Graduated from one of Harvard / Princeton / MIT in Math and got hired to a niche hedge fund as a quant in a small city, but I want to move because I want to be in a larger city like NYC. Unfortunately, after 2+ years, I just received a raise and at 26-28 I'm earning 200k+ and received a large bonus for last year, which I am not sure if top firms in the city can match. I'm not sure what to do at this point if I don't want to stay due to the lifestyle.

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