You may be eligible for a refund, but if it is a New York company, you may be liable for New York income taxes regardless of work location under the "Convenience of the Employer" tax doctrine. See section in Do I need to file a nonresident return for an out-of-state employer? and TSB-M-06(5)I:(5/06) - Tax.NY.gov.
You would have to evaluate the details of your specific situation to determine if this applies.
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