The Driver's License Compact, of which NJ and NY are members of, allows states to transfer back to a driver's home state information regarding out of state moving violations. In New Jersey being cited for going between 15 and 29 mph over the posted speed is 4 points.
In New York driving 11 to 20 mph over the speed limit is a 4 point offense. So typically you would receive 4 points in either state. However, NYS DMV has decided not to record out of state violations unless from Quebec or Ontario. The DMV also does not add points to your driving record for out of state traffic violations.
You do still need to take care of the out of state speeding ticket though. If you do not respond to the citation or fail to pay the fine for this moving violation the NYS DMV will suspend your license.