IF the employer did it right, there should be no PA income tax because of the reciprocity compact. No PA return is needed for this job, except to get refunded PA income tax improperly withheld.

NJ resident, in-Philadelphia employee, needs to file NJ COJ to claim credit against NJ tax. Be aware that Philly wages are usually higher than NJ wages, so you might not claim 100% of wage tax as a credit.

IE, city taxes 401k deferral while NJ does not, so city wages are higher than NJ wages.