Maliks Muwatta Book 20, Hadith Number 212.
Yahya related to me from Malik from Zayd ibn Aslam from his father that Umar ibn al-Khattab prayed two rakas with the people of Makka, and then, when he had finished, he said, “People of Makka, complete your prayer, because we are a group of travellers.” Later, Umar prayed two rakas with them at Mina, but we have not heard that he said anything to them on that occasion.
Malik was asked whether the people of Makka should pray two rakas at Arafa or four, and whether the amir of the hajj, if he was a Makkan, should pray dhuhr and asr with four rakas or two, and also how the people of Makka who were living (at Mina) should pray, and he said, “The people of Makka should pray only two rakas at Arafa and Mina for as long as they stay there, and should shorten the prayer until they return to Makka. The amir of the hajj, if he is a Makkan, should also shorten the prayer at Arafa and during the days of Mina. Anyone who is living at Mina as a resident should do the full prayer at Mina, and similarly anyone who lives at Arafa and is a resident there should do the full prayer at Arafa.”