Here's what I have on my Jerome ancestors: Joseph Jerome b. abt 1790 in Canada Children:Ambrose, Lewis, Joseph & Emily - all born in NY between 1808-1821.Lived in Clinton county, NY.1830 & 1840 U.S. census shows more children, but I don't have their names.
Ambrose Jerome married Eleanor. Children:Ambrose, Peter, Clarissa, George & Joseph - all born in NY; children born between 1835-1853
Lewis Jerome married Lucy. Children:Mary, Louis, Lucretia & Ezra - all born in NY between 1844-1849.Son Louis & wife Adaline had a daughter Nellie (b. Jan 1888), but they lived in Michigan.
Joseph Jerome married Emelia Lester (this is my line) Children:Frank, John, Emily, Oliver, Ambrose & Joseph.First 4 children born in NY, last 2 in IL; born between 1837-1853.Family moved to Jo Daviess county, IL.
I'm not aware of any branches of this family that lived in Chicago.