Another NYC person here. Also uptown, UWS. Happy to walk in Central Park with you and your pup. I can think of a couple of others as well. There are 4 greys in my neighborhood, all do well with city noises. It will happen.
While two of my three have never had issues with the noise, my second girl Morgaine had a hard time at first. Good/Bad thing on her first night in NYC was that while we were in the park across the street, 4 fire trucks went blaring down the street, she turned and did her best to get home... one walk and she already knew how to get back there. It took my friend and I a few minutes of 4 handed petting and joking with her to calm her but it got that "scary noise" thing out of her system early. It is a lot for them to process after coming from tracks and suburban areas but they can do it.