Lateral to Chicago from NY

Incoming FT analyst at a NY MM PC firm. Grew up in north shore of Chicago and all of my friends/family live there and college friends + GF are living there post grad. Kinda want to end up in Chicago in the long run. What does that process look like as an analyst leaving after their 2 years? Headhunters? Should I just leave that life behind and stick in NY?

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