Breaking into NYC IB

So I go to …. and this summer I'm doing a finance internship in downtown Chicago. Because of this most of the people I've networked with live and work in Chicago as well as the fact that most of the IB analysts/associates from my school on LinkedIn currently work in Chicago. I really want to break into an IB in NYC however and was wondering how much more difficult it would be for me coming from a non east-coast school. Can I leverage connections from a Chicago office to a NY office or should I just not bother and apply for jobs in Chicago to maximize my chances?

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