The two landed near the West Street building at around 3 a.m.
They fled the scene and no arrests were made.
Police were looking for the men and could not immediately reveal their motive.
"We're not 100 percent sure of the location, if they came out of an aircraft, but they were seen walking away with the parachutes away from the location," said Police Commissioner Ray Kelly. "They were wearing black suits of some sort and black helmets. Apparently, some camera catches the landing. There are no banners, no notes were left."
Goldman Sachs building security notified the NYPD after seeing the landing on surveillance footage.
The suspects landed between the Goldman Sachs building and the Conrad New York Hotel. They fled on foot and it did not appear a vehicle picked them up.
The case is being investigated as a stunt, and does not appear to be related to terror or a political statement.
The FAA said it will look into the circumstances surrounding the parachute jump to determine whether an investigation is warranted.
The agency will contact the NYPD for information about the jump before deciding whether to open an investigation.