First Niagara Bank N.A. has filed an application with federal regulators to open a retail branch in Conventus, the new $150 million medical office building on the Buffalo Niagara Medical Campus. Western New York’s second-largest bank plans to shut down its temporary branch at 1031 Main St. in Buffalo and shift one block away to the first floor of Conventus at 1001 Main St. The move depends upon the approval of the U.S. Comptroller of the Currency, which will review the bank’s application. It…