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New York (CNN) -- A nanny stabbed to death two children of a media executive in a luxury Manhattan apartment, police said Thursday, before slashing her own throat.

The tragic scene played out in an apartment on West 75 Street in Manhattan's Upper West Side.

The mother, Marina Krim, returned home early Thursday evening to find two of her young children in a bathtub, stabbed, as their nanny lay bleeding nearby, police said.

The mother, 38, had just returned around 5:30 p.m 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 home, 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, Kelly said. A kitchen knife was next to her and police believe the nanny's wounds were self-inflicted.

The mothers screams were heard by neighbor, Sandy Marcus, who said she dialed 911. 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 father had been on a business trip, CNN affiliate WCBS reported. He returned Thursday evening and was met by police and given the news at the airport, the affiliate reported.

The nanny was arrested, police said, and taken to St. Luke's Hospital, in critical but stable condition. It was not clear why the violence occurred and officers did not know how long the nanny had worked for the Krim family, Kelly said.

Marina Krim, the mother, was also rushed to a hospital, suffering from emotional trauma, the affilaite said.

The mother was so shaken with grief, Kelly said, that she could hardly communicate.

CNN's Deborah Feyerick, Logan Burruss and Brittany Brady contributed to this report.