Online social systems are multiplex in nature as multiple links may exist between the same two users across different social media. In this work, we study the geo-social properties of multiplex links, spanning more than one social network and apply their structural and interaction features to the problem of link prediction across social networking services. Exploring the intersection of two popular online platforms - Twitter and location-based social network Foursquare - we represent the two together as a composite multilayer online social network, where each platform represents a layer in the network. We find that pairs of users connected on both services, have greater neighbourhood similarity and are more similar in terms of their social and spatial properties on both platforms in comparison with pairs who are connected on just one of the social networks. Our evaluation, which aims to shed light on the implications of multiplexity for the link generation process, shows that we can successfully predict links across social networking services. In addition, we also show how combining information from multiple heterogeneous networks in a multilayer configuration can provide new insights into user interactions on online social networks, and can significantly improve link prediction systems with valuable applications to social bootstrapping and friend recommendations.