Do I need stamping before changing an employer

Question

I got H1B approved in lottery this year (2015 cap) and my status changed from OPT -> H1B starting from Oct 01, 2015.

Since my status changed from OPT to H1B, I have NOT gotten H1B stamped as of yet and I am in USA.

Now I have received an offer from new employer and I want to go for it i.e. Switch Employer IN USA before H1B stamping.

Question: DO I need to get my current H1B stamped before I can ask for transfer of H1B for new employer?

 

Thanks