New York ( CNN ) -- A Manhattan mother returned home early Thursday evening to find two of her young children stabbed to death in a bathtub , as their nanny lay bleeding nearby , police said . The mother , 38 , had just returned around 5:30 p.m. to the family apartment on Manhattan 's West Side with her 3-year-old daughter , who she had just taken to swimming lessons , police Commissioner Ray Kelly said . All the lights were out in the residence , so she went downstairs to ask the doorman whether her two other children and their nanny had gone outside . After the doorman said they had not , the mother went back upstairs and started looking around , Kelly said . Peering into a bathroom , she let out a scream upon finding her 1-year-old son and 6-year-old daughter stabbed to death in the bathtub , according to Kelly . The children 's 50-year-old nanny was on the bathroom floor unconscious and bleeding from what appeared to be self-inflicted stab wounds to her neck , Kelly said . A kitchen knife sat next to her , according to police spokesman Paul Browne . A neighbor , Sandy Marcus , told CNN that she called 911 after hearing the mother 's screams . Another neighbor recalled it was hard to ascertain what was going on since `` everybody was screaming . '' The children were taken to Roosevelt Hospital and pronounced dead . The father of the children is Kevin Krim , an executive with CNBC , several officials familiar with the investigation said . The nanny is at St. Luke 's Hospital , also in New York , in critical but stable condition , according to Kelly . No charges have been filed yet in the case , he added . Klein described the family at the center of the horror as `` all-American '' and `` lovely . '' `` It 's like something you read about in the papers , in some distant country , but never on your floor , '' she said . CNN 's Deborah Feyerick , Logan Burruss and Brittany Brady contributed to this report .
NEW : The father is a CNBC executive , officials familiar with the investigation say . Comment: She 's in critical but stable condition , the city 's police commissioner says . The slain children were 1 and 6 years old .