I've never been too interested in working for HFT/traditional finance, but depending on how office trends continue I might change my mind (especially living in NYC, though I'm also considering moving).
This is a wild overgeneralisation but in descending order of fun levels/friendliness of HFT teams it goes Chicago, London, Singapore, NYC.
Seems to hold across most HFTs I have met/worked at. Not sure about hedge funds or other finance roles.
Edit: Crypto HFT firms also abound but they are generally more remote-friendly than TradFi (the latter have regulators that need you to have an office and stuff).