What are the pros of being at a firm's HQ?

Spoke to a couple analysts during the recruiting process who all said they chose to start in NY because it's important to be at a firm's headquarters when you first start off. What are the pros of starting at the HQ vs a strong "regional" office? I'll be doing my summer internship at a at a West Coast BB (think CS LA, MS Menlo) so interested to see if there are any cons of being there vs in a NY office.

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