I am currently F-1 visa holder and working in NY on OPT.

I learned from the previous questions and answers that I don't have to pay the New York City Tax. But the problem now is that my employer keeps withholding the NYC income tax for me, regardless my request. Could you please let me know what is the legal basis for my exemption from NYC income tax(statutes for example)? - I need it to convince my firm. Many thanks!

An email to the NY state Department of Taxation should get you an exact answer that your employer will accept.

Barring that, you will get the NYC income tax back when you file as a non-resident of the city on your NY state tax return.