Big City or Home State?

I’m currently entering my senior year at a non-target on the east coast. I’m from a traditional “fly-over” state in the southwest with only a few bigger cities (pop. 500,000+). I’ve had internships in PE and AM. Currently, at my school in I just got promoted to healthcare PM for our student AM fund.

I’m struggling with deciding to go all out in continuing to recruit for positions in NY/similar cities or wanting to stay at home and work my way into a potential position at a local firm.

Any advice and opinions is greatly appreciated.