Apply for another bank while already having an offer

Hello everyone, I need some advice regarding my situation. I already secured an offer with a tier 2 bank in their SF office. However, because I still want to lateral to NYC, I am looking to apply for a BB in NYC. I am just wondering if I should do this because if my current bank finds out I am applying for another bank they may consider it as disrespectful? Would appreciate any thoughts/advice on this! P/s: For the context, the position in NYC I am planning to apply is under GCM while the position I already secured is under IBD. Base salaries are the same but I think IBD's bonus can be a little better?

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