You don't need to file separately. You might want to consider it in case the results are similar to a joint return, but you are not required to. You would consider it going forward. Since you filed jointly for 2016, it cannot be switched to separate at this point.
You do need to file an Injured Spouse form with the IRS to protect your "share" of the 2016 refund.
Injured Spouse relief can help protect your share on the joint refund from being applied to his separate debt. This can be made more complicated if you live in a community property state (CA, WI, TX, etc), but generally the "before your marriage" element is to your benefit. NY is not a community property state, so that part you needn't worry about.
You can access this form within the program under:
Federal Taxes- Other Tax Situations- Miscellaneous Forms- Report an Injured or Innocent Spouse claim.
The first few questions are about Innocent Spouse. Skip those until you get to the screen "Let's see if you Qualify for Injured Spouse Relief". You are asked a serious of questions, and you should have your W2s and other tax docs handy. Your "share" of the refund is not necessarily going to be the entire thing, but you are likely to receive something if you worked during the year and/or made tax payments.
This form does not need to be filed with the tax return, but you are wise to be proactive or quick about filing it if you are certain that the refund will otherwise be offset. It can take weeks or even months to process this form.
You don't need to file this form with your original return. So, its not too late. You can mail it separately.
https://www.irs.gov/uac/seven-facts-about-injured-spouse-relief
