When moving outside of Canada, spouses or dependents may be covered by Canada’s EI system. You must open a claim in the location from which you worked no later than 4 weeks from the last day worked; the sooner the better.
Employment Insurance (EI)
You must be willing and able to work in the U.S. to collect EI. In order to be able to work in the US, you must obtain your Employment Authorization Document (EAD) and Social Security Number (SSN).
Website: EI – Workers and residents outside of Canada - Overview
Take note that benefits are paid in Canadian dollars and the easiest method of payment is direct deposit to a Canadian account.
Check out our FAQs: Employment Insurance When Posted to the U.S. for more Info.