Check with your employer to see whether you are subject to New York income tax. New York follows the convenience of the employer rule, meaning employees who work in and out of NY are taxed by NY if they are working remotely for their own convenience.
However if your employer gave you a NJ-W4 to fill out instead of an IT-2104, you may not have to pay NY tax. Employers can be penalised for withholding mistakes.
If you have to pay NY tax, you can fill out a new Form NJ-W4 and claim that you are exempt from NJ tax. NJ provides a credit for tax paid to NY so employees who live in NJ but work in NY generally do not have any NJ tax withheld.