Preet Bharra has said that until he hears it from the President himself, he's not going. President Trump, when he was still President-Elect Trump, told him that he was going to stay on. Currently, Bharra has a senior Cuomo aide under investigation (longtime friends!), and several aides of NYC Mayor Bill DeBlasio under another investigation. The Minority Leader of the NYS Assembly has tweeted his support of Bharra; so has another Republican Assemblyman who was one of President Trump's biggest supporters in NYS.
FWIW, I'm a Preet supporter. It's about the only thing Schmuck Schumer has ever done (putting his name forth for nomination) that I agree with.