Yes you do. NJ is one of a handful of states that taxes telecommuters, and has done so for several years. Show your employer these articles, and have therm start withholding NJ taxes.
http://www.koscpa.com/newsletter-article/state-tax-consequences-telecommuting/
https://www.thetaxadviser.com/issues/2010/feb/apractitionersguidetothetaxationoftelecommuting.html
https://www.journalofaccountancy.com/issues/2009/jun/20091371.html
