Pretty much the one thing all friends who visit NYC say is how gorgeous the women are here and how tiny the apartments are compared to where they live. If you are a extrovert and end up spending most of your time outside your place then you will love NYC.
I have spent a summer for work in cali, and I loved it. It will be my next move (SF), LA is just too much traffic and chaos. Either way when you are in one place you will want to be in the other in due time. The one thing that is hard to live without once you leave NYC is the convience of everything...anything can be had 24/7, everything and anything you imagine delivers, amazing beer gardens, best steak houses in the country, easiest ways to get around (subway or cab) and queens+bk are a whole new world. That said you will need min. 100k to enjoy the best of the city, or a great job with perks/expense account.
And yes ALOT of ppl are always trying to move to cali for the change of pace, cleanier living and overall better std in living, but you working in finance could really do well in NYC.
You only live once- i say screw it and move out and give it a shot
While you find a place feel free to crash on my couch
BMW CCA # 418268