Making friends in NYC

Just moved here and started full-time in July, and I feel like I'm struggling a bit to make friends and find solid people to hang out with. For reference, I came from a super non-target, so I have zero friends from school in the city that I knew prior. I've become cool and talk to other analysts at work all the time, especially since we're in training right now, but I haven't really had anyone close enough to properly go out with and do things with since they've already got their established social circles, and I feel like trying to hang out with those same people would come across as desperate. 

My roommates have very different ideas of fun than I do, and all they really want to do is go out and club every weekend. I personally don't club or drink at all, and my idea of a good weekend is having some good food, walking around exploring new places, and just talking to people. I'm pretty extroverted and have never really had problems making friends throughout college but feel like this is different now. 

Curious if anyone has dealt with the same issues and how I can go about enjoying my time here?