Stored Procedure To Update A Table Using Parameterized CASE Statement - Erroring Out

I am trying to create a stored procedure that will take a text value passed from an application and update a table using the corresponding integer value using a CASE statement. I get the error: Incorrect syntax near the keyword 'SET' when I execute the creation of the SP. What am I missing here? This looks to me like it should work. Here is my code.


CREATE PROCEDURE OfficeMove

-- Add the parameters for the stored procedure here

@UserName nvarchar(10),

@NewLocation nchar(5),

@NewCity nvarchar(250)

AS

BEGIN

-- SET NOCOUNT ON added to prevent extra result sets from

-- interfering with SELECT statements.

SET NOCOUNT ON;

-- Insert statements for procedure here

Execute as user = '***'

DELETE FROM [SQLSZD].[SZDDB].dbo.Employee_Office_Assignments

WHERE User_Name = @UserName

INSERT INTO [SQLSZD].[SZDDB].dbo.Employee_Office_Assignments

SET User_Name = @UserName,

Room_ID = @NewLocation

UPDATE [SQLSZD].[SZDDB].dbo.Employee_Locations

SET Office_ID =

CASE

WHEN @NewCity = 'Columbus' THEN 1

WHEN @NewCity = 'Cleveland' THEN 2

WHEN @NewCity = 'Cincinnati' THEN 4

WHEN @NewCity = 'Raleigh' THEN 5

WHEN @NewCity = 'Carrollwood' THEN 6

WHEN @NewCity = 'Orlando' THEN 7

END

WHERE User_Name = @UserName

END

GO