Hey! I'm currently a student at Einstein and can (hopefully) shed some light on this. The immediate area surrounding the campus is home to lower to middle class families and data suggests a relatively low crime rate (statistics were just released this month) compared to other areas in the Bronx and NYC. Having visited Baltimore for a Hopkins interview, I can tell you with confidence that the immediate vicinity of Einstein is nowhere near as 'sketchy' as Hopkins' main campus. That is not to say that there is no need for concern at Einstein - like any school in a major city, one needs to be aware of potential dangers and be safe. Einstein *is* in a relatively poor neighborhood and does serve some *very* poor communities, including the second poorest district in the nation (South Bronx). If the school were situated amidst these neighborhood, like Hopkins is situated in East Baltimore, that would be a different story.
TLDR: Yes, there is a need for a normal level of safety concern at Einstein, but nothing that should even remotely influence your final decision since it is minimal.
Crime data:
http://yu.edu/safety-security/reports/security/