I did some work for them a few years back at the HQ in NY. Most people I knew retained their home country salary and received a living allowance for New York. Local hires received New York pay.
The big deal for foreigners working there is that it is not US territory (officially) and so foreign nationals are not liable for US taxes. Some don't have to pay home country tax either, depending on their own tax laws. E.G. If you are a UK citizen and stay outside the UK for a full year and classify yourself as 'non-domiciled' the tax authorities don't want to know you. Nice benefit!