Ensure your pay is properly set up on day 1. At banks, the new hires are give an HR representative who is in charge of shepherding the group around for the program’s duration. The HR Shepherd probably isn’t to worried about getting your paychecks set…she/he is more concerned that the new hire shows up (and on time), the various speakers are coordinated correctly, and that nobody does anything stupid when the head of the bank gives their 30 minute presentation.
So what is likely to happen is everyone’s first pay check gets mailed to their former address which is most likely the address the bank has on file (except for the minority that lived in NYC full time prior to their start). If this does happen, you can probably call the HR hotline and get the check voided and have a direct deposit made…but it will take a couple days. Always look after your finance first!