I'd say take advantage of the delis where you can find some nice salads. New York is actually pretty healthy-eating friendly if you go to the right places. And there's tons of restaurants with nutritional info online. Do a little homework.
And lack of exercise? It's one of the best walking cities in the world
And if you run, it's amazing. Central park is one of my favorite places to run.
not trying to be critical, just offering some suggestions
I used to live there, it's definitely possible to stay healthy there... where there's a will, there's a way!