New Jersey authorities are searching for a missing college student who was last seen in New York City.

Ajay Sah, a junior at Drew University in Madison, New Jersey, vanished on Jan. 19, the university said in a statement.

School officials were notified of his disappearance two days later.

The 22-year-old native of Nepal was last seen exiting an NJ Transit train at Penn Station in Manhattan, PIX11 reported.

His family believes his last purchase had been a ticket to New York City, police said.

It’s unclear where Sah was headed to in NYC.

The Madison Police Department, the NYPD, Port Authority and NJ Transit are investigating Sah’s whereabouts.