If you already receive SSI benefits and you have a bank account, all you need to do is log in to your personal and secure social security account to change it.
How do I set up a direct deposit of benefit payments online?
Log in to your account, sign in, and select the blue benefits and payment details link on the rights side of the screen.
Btw, are you familiar in changing address? What do you think would be the reasons that I have to change my address?