I had also applied to NYU and Columbia for DS, both of which turned me down however. I had also applied for a few Business Analytics programs (before getting this Penn decision change I was set on UCLA MSBA) however in the recent weeks have realised that my preferences lean more towards Data Science than Business Analytics. The main reasons that I applied to Penn in the first place is due not only to the established nature of the college but also in recent times they have been invested very heavily in improving their masters programs, especially those that are technology related. While the course is very new (two years old I think), I believe Penn will be putting lots of resources towards making the program the best it can be. Also even though the program is new some of the modules inside have been taught for longer than the program, and seem not only quite challenging but also very rewarding.
In terms of working and studying I think you would be very very busy, and while NYU does facilitate part time enrollment it's up to you if you'd want to be working and studying at the same time for two whole years.