Transferring from East Coast to West Coast?

I am an incoming SA in industrials group at a MM satellite city in the Southeast but have long term goals of living and working on the west coast, preferably SF or LA but interested in Portland or Seattle as well. Currently attend a nontarget SEC school in the southeast and plan on staying in the area with this bank for two years (return offer contingent, obviously). A bit concerned as alumni base does not offer many connections in the area + unsure how Industrials places in these cities. After banking/very long term, mostly interested in HF but also intrigued by PE or VC. 

I realize it is quite vague so I am sure there are numerous answers but - what might be a good path to pursue this goal? What could I be doing now to work towards it?