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One of you will most likely have to leave the firm. It does happen, but it isn’t the best idea if you plan to be there for a long period of time.
Bigger question, are they a coworker (same team) or colleague (same firm). Big difference.
If they’re on the same team as you and you interact day in and day out, it could be awkward - both when you’re dating and if you break up. If not on the same team, it’s fine because you can avoid if you do break up.
The one good thing about dating someone from the same firm/bank as you is they understand hours/schedules.
Only other issues are 1) seeing them for most of the day, then a lot of evenings when you hang out. That can become a bit much; and 2) how your personality shifts from “work you” to “SO-you” and your other colleagues will see it, and you can’t really go back.