The data is definitely out there, but you may have to do some work cleaning it to draw meaningful conclusions. The Integrated Public Use Microdata Series (IPUMS) is sure to have the information you are looking for, they aggregate information from the US Census, Current Population Survey, American Community Survey, and other datasets for researchers and people interested in that stuff. But you may have to be familiar with manipulating datasets.
Alternatively, you could check the US CENSUS site or the Bureau of Labor Statitistics. They have online tools to let you see some general data. I just took a quick dirty look around the BLS site and found this
QCEW Data Views.
You can filter through by county and select all the different counties in NYC to see some employment data for different industries.