As STE said, are you sure you don't mean Short-Eared Elephant-Shrew, Macroscelides proboscideus? If not, this would be the first I've heard of the zoo holding Black-and-Rufous Elephant-Shrews. ~Thylo
Well, my source is usually impeccable. Perhaps the species is off-exhibit? My information is that a female petersi came to the Bronx from Omaha's Henry Doorly Zoo earlier this year, and then gave birth to a youngster in late November.
Them having the species is news to me, though it is entirely possible they are kept off-show. The zoo's off-show collection is a bit of a mystery for the most part. For example, evidently they held kiwi and bushbaby for years before they went on-exhibit. They only display Macroscelides proboscideus in the Mouse House, so if they do have Rhynchocyon petersi they're off-show. Hopefully the plan is to put them on-exhibit soon and they only haven't yet due to breeding. ~Thylo