Goldman Sachs- transferring locations post internship?

I'm a current junior and am interning at Goldman Sachs in Salt Lake City this summer. I want to transfer offices post internship (preferably to Chicago). Has anyone done this successfully? Should I just apply for full-time positions in Chicago online this summer or should I try to work internally to transfer? Would it be frowned upon to apply online without talking to my recruiter in SLC, etc?

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