Replying to Finance Jobs in Utah/Colorado/Montana

Currently landed an internship for junior year summer doing Corporate Banking in NYC. I know living in the city isn't for me but I can handle it. I would rather live in a place where I am able to ski and mountain bike. I have skied 37 days so far this year and cannot live without skiing for more than 30 days a year. Has anyone made a transition to living out west from the city and doing finance? Also what was the change like and are you doing the same job? The only company I can think of based in these states is D.A. Davidson and partial of Goldman Sachs.