How feasible is to get a transfer from London to the US?

I am currently a second year analyst at an American Investment Bank based in London. For personal reasons I have always dreamed about living my American dream and having a life in the U.S., especially in NYC, a place that I find 100x more exciting than the gray and rainy London.

I am curious to know what are my chances of getting a transfer to the NY Office and getting my bank to sponsor me a working visa. At what point should I bring this up to my bosses? (Maybe after my 2 years mark? Or is that too soon?) If my employer says no, could I get the move to the US via a lateral move?

I would like to know if any of you have made the jump to the other side of the Atlantic or you know any cases.

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