Applying to jobs out of state (internal audit job market)

Hi,

Does anyone have any experience applying to jobs out of state? Specifically I am looking at internal audit job openings as this is the field I'm currently in.

I am assuming that this will probably hurt me right off the bat (ie having an address from another state on my resume), but wondering if this is a huge disadvantage? I wouldn't require any type of assistance, I'm thinking of adding this in () after my address on my resume?

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