Before you can start getting paid, you will need either ITIN# or SSN# so the government can start withholding taxes.  To apply, you can find the office nearest you here: 

https://secure.ssa.gov/ICON/ic001.do#officeResults

To Obtain a Social Security Number: If you are eligible to obtain a Social Security number, the International Office recommends that you apply 10 business days after arrival in the United States. This must be more than 48 hours after registering your SEVIS number with the ISSO (if you are on J1/F1 visa).   Non-immigrant visa holders including H-1B Temporary Specialty Workers, TNs, T-1 Exchange Visitors, and F-1 Students are eligible to apply for Social Security numbers. J-2 spouses are eligible to apply if they have received employment authorization via a valid Employment Authorization Document (EAD) issued by INS.

Documents required include:

• Passport
• I-94 (You can get a digital copy from https://i94.cbp.dhs.gov)
• Visa status documents (DS-2019, I-20, I-797)
• Social Security Letter, issued by ISSO. 

I had apply for a SSN# when I was an international student so I was able to re-use mine.  One thing to note that once you start using your US phone# for banks in Canada, they will start requesting for your ITIN or SSN# for US tax purposes.  I am now considered a US resident for tax purposes and in addition to state/federal taxes, the US also charges their US citizens or residents a world wide tax.  I am not sure what will happen at the end of the year but I have hired a tax accountant that deals with US and Canada taxes.  I hope that I won’t be too shocked when it’s time to file the taxes for 2016.  You may want to consider this when working in the US.  New York City is already very expensive to live in.  Perhaps it might still be worth the experience.

Furthermore, I am still visiting Canada on a monthly basis to finish up some of my studies that I have started 2 years ago.  The border officers have told me that I am a visitor to Canada and I have to put my US address on the custom forms rather than my home address in Canada.  This limits how much I can bring back to Canada (approximately $60 CAD of goods).  I wasn’t sure what to consider myself when filling out the forms but this helps clear things a bit for me when going through border customs in either US or Canada.  Luckily, flying to/from NYC and Toronto is about $200 USD round trip via Porter Airlines if you book at least 2 weeks in advance.  It’s not too expensive and the flight is about 1hour long.  The super shuttle service from Manhattan to Newark make transportation from home to airport and back very convenient.  It is about $20 each way with my corporate discount.  It’s also more convenient than using the New Jersey train to Newark airport even though it’s about $4 USD cheaper (approximately $16 USD from Penn Station).