CrossingMyFingers

I want to do international development, but my background is in finance and I want to leave my self open to pursuing the private sector in finance as well. I love D.C. and find Chicago way to cold, but from a quantitative standpoint I have heard Chicago is better. Can anyone tell me if its worth it to suck up the 2 years and fight the cold or if I want to end up in D.C., that is where I should start? (might I mention I was born and raised in south Florida, so it's really cold to me) Also, comments on the pros/cons of each program would be great.