Answer by taking a quote from the following article:

Benjamin Henry Boneval Latrobe (May 1, 1764 - September 3, 1820) was a British subject and neoclassical architect who emigrated to the United States. He was one of the first formally trained, professional architects in the new United States, drawing on influences from his travels in Italy, as well as British and French Neoclassical architects such as Claude Nicolas Ledoux. In his thirties, he emigrated to the new United States and designed the United States Capitol, on "Capitol Hill" in Washington, D.C., as well as the Old Baltimore Cathedral or The Baltimore Basilica, (later renamed the Basilica of the National Shrine of the Assumption of the Blessed Virgin Mary). It is the first Roman Catholic Cathedral constructed in the United States.

Latrobe arrived in Norfolk, Virginia, in mid-March 1796 after a harrowing four-month journey aboard the ship, which was plagued with food shortages under near-starvation conditions. Latrobe initially spent time in Norfolk, where he designed the "William Pennock House," then set out for Richmond, Virginia, in April 1796. Soon after arriving in Virginia, Latrobe became friends with Bushrod Washington, nephew of President George Washington, along with Edmund Randolph and other notable figures. Through Bushrod Washington, Latrobe was able to pay a visit to Mount Vernon to meet with the president in the summer of 1796.  Latrobe's first major project in the United States was the State Penitentiary in Richmond, commissioned in 1797. The penitentiary included many innovative ideas in penal reform, then being espoused by Thomas Jefferson and various other figures, including cells arranged in a semicircle, similar, but not identical to Jeremy Bentham's panopticon, that allowed for easy surveillance, as well as improved living conditions for sanitation and ventilation. He also pioneered the use of solitary confinement in the Richmond penitentiary. While in Virginia, Latrobe worked on the Green Spring mansion near Williamsburg, which had been built by Governor Sir William Berkeley in the seventeenth century but fell into disrepair after the American Revolutionary War. Latrobe created designs for Fort Nelson in Virginia in 1798. He also made drawings for a number of houses that were not built, including the "Mill Hill" plantation house near Richmond.  After spending a year in Virginia, the novelty of being in a new place wore off, and Latrobe was lonely and restless in Virginia. Giambattista Scandella, a friend, suggested Philadelphia as an ideal location for him. In April 1798, Latrobe visited Philadelphia for the first time, meeting with Bank of Pennsylvania president Samuel J. Fox, and presented to him a design for a new bank building. At the time, the political climate in Philadelphia was quite different than Virginia, with a strong division between the Federalists and Jefferson's Democratic-Republicans, along with anti-French sentiment, thus the city was not entirely welcoming for Latrobe. On his way to Philadelphia, Latrobe passed through the national capital city of Washington, D.C., then under construction (congress and the president would not arrive until the year 1800), where he met with the first architect of the capitol, William Thornton, and viewed the United States Capitol for the first time. He stopped by Washington again on his way back to Richmond. Latrobe remained in Richmond, Virginia, until November 1798, when his design was selected for the Bank of Pennsylvania. He moved to Philadelphia, so that he could supervise the construction, although he continued to do occasional projects for clients in Virginia.

What did he do in Philadelphia?
meeting with Bank of Pennsylvania president Samuel J. Fox, and presented to him a design for a new bank building.