As the previous post says, ostensibly it was to sell bonds on Wall Street and escape the known and predictable land of the midwest.
In a larger sense, it was obviously so that the story could happen. The midwest was, as I said, predictable, honest, not intriguing. The creation of Jay Gatsby needed the midwest as a place where the idea was born, but he couldn't reach out to the world and attempt to squeeze into the world he wanted to be a part of in the midwest. So Nick had to move out east so that he could (and we by proxy could) meet Gatsby and tell the story.
It isn't all that different from our impression of the Midwest today. It is a place where things are bound by tradition, values, things move more slowly, etc. Though many of these are simply perceptions and impressions, again, the story couldn't have happened there in Fitzgerald's mind.
You can find this in Chapter 1.
To me, there are two reasons why Nick comes East after the war.
In practical terms, he is coming to New York because he has decided to sell bonds for a living and New York is the center of American financial markets.
In more psychological terms, Nick has been changed by his experiences in the war. He feels as if the Midwest is sort of like the middle of nowhere now that he has seen more of the world. So he comes East because it seems more like someplace important and exciting.
You can see both reasons in this quote:
I came back restless. Instead of being the warm centre of the world, the Middle West now seemed like the ragged edge of the universe—so I decided to go East and learn the bond business.