Authorities say Marina Krim returned home on Thursday and found 2-year-old Leo and 6-year-old Lucia stabbed to death in the bathtub. The nanny, identified as Yoselyn Ortega, was nearby with stab wounds to her neck believed to be self inflicted, police said.
Ortega, 50, was rushed to a local hospital in critical but stable condition. The naturalized U.S. citizen had been employed by the family for approximately two years, according to WABC-TV. No charges have been filed yet.
The children's father, CNBC digital media executive Kevin Krim, who had been away on a business trip, was met by police at the airport on his return and was given an escort to the hospital where his loved ones had gathered.
The family's apartment building sits in one of the city's most idyllic neighborhoods, a block from Central Park, near the Museum of Natural History and blocks from Lincoln Center for the Performing Arts. The neighborhood is home to many affluent families.
After police arrived, the devastated mother remained in the building's lobby, screaming hysterically and clutching her third child, a 3-year-old little girl.
The family had moved to New York from San Francisco within the last few years. The children's father was named general manager of CNBC's digital media division in March, working previously in digital media at Bloomberg.
The family lived in a stately, late 19th-century apartment building where one three-bedroom unit currently available for rent has an asking price of $10,000 per month. They had a greyhound, retired from racing, named Babar.
The Associated Press contributed to this report.