Lateral NYC --> Midwest?

Hey guys, I have a question. I have a MM S&T Summer Analyst role coming up and they do offer a greater deal of internal mobility compared to other shops such as MS, GS, Barclays, etc. I was curious to know if these places let you move internally from say NYC to Chicago? I have a pretty strong interest in leaving NYC and exploring Chicago (for the culture and enrichment; exploring a new world; the ICE; and other very personal reasons). If anyone here has done it before, then I'd greatly appreciate the input below as to how you internally moved cities (even if it wasn't the same firm and you had to apply I'd still like to know). 

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