You will have to file a nonresident New York state tax return. Nonresidents are taxed on income sourced in the state (i.e. your wages while working there). You will also have to file a resident Pennsylvania tax return and report all income regardless of source. You will get a credit for PA on the tax you pay to NY so you will not be double taxed. Your New York employer will withhold New York state taxes. Have a great summer in the city!
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