SSH config: setting initial directory after login

I don't think that's possible, but you could config your shell's init script at the server. If you use bash at the server, you could add this line to the end of ~/.bashrc at the server:

cd /my/initial/dir

Another option is to create a small script on your client for starting SSH-connections, which will run a remote command after login:

#!/bin/sh
# This is the file "/home/myuser/bin/myssh":
ssh $1 "cd /my/initial/dir"

Run it like this:

# myssh mybusiness