Cross River Bank
Associate/AVP, Quantitative Strategies Group
Cross River Bank, Fort Lee, New Jersey, us, 07024
Who We Are
Cross River builds the infrastructure behind the world’s most innovative financial products. Our technology and capital solutions power payments, cards, lending, and digital asset capabilities that move money safely, instantly, and inclusively — trusted by leading fintechs, enterprises, and disruptors across the globe.
Our mission is simple: to build the financial infrastructure that expands access and opportunity for all. Guided by a culture of collaboration, curiosity, and purpose, Cross River has been named one of American Banker’s Best Places to Work in Fintech year after year. Whether you’re designing code, solving regulatory puzzles, or developing strategy, you’ll join a team where innovation and integrity drive everything we do — and where your work helps shape the future of finance.
What We're Looking For The Quantitative Analysis Group at Cross River is looking for an
Associate/AVP, Quant Strategist
to join its fast-growing team. The team sits within the Capital Solutions Group (CSG) and serves as a centralized function for investment intelligence & quantitative decision making across trading, structuring, and portfolio management initiatives. As a core contributor to the firm’s investment efforts, Quantitative Strategies Group collaborates closely with investment professionals and key stakeholders to help manage a multi‑billion dollar portfolio of consumer credit loans and asset‑backed securities. The team sits at the intersection of quant tools, advanced analytics, and investment strategy, playing a critical role in driving data‑driven insights and strategic initiatives across CSG.
Responsibilities
Work closely with investment teams to evaluate new opportunities. Build analytical tools, investment frameworks and research new methodologies necessary to systematically analyze credit investments
Support ongoing & new investment mandates with historical analytics & performance‑based insights. Deliver quantitative & model‑driven evaluation of deal collateral & provide key inputs for pricing and deal economics
Play a key role in championing and promoting quantitative investment themes by systematically introducing analytical methods, tools and techniques to add value in the investment management lifecycle
Collaborate with other functions within the bank like Treasury, FP&A, etc. to ensure capital deployment objectives are uniformly met
Qualifications
Master’s degree in Financial Engineering, Math, Statistics, Computer Science, or any another quantitative field
1+ years experience in Fixed Income markets is required. Exposure to ABS, Structured Credit and/or alternative investments is strongly preferred
Experience in use of both Machine Learning and Quantitative Finance techniques for fixed income credit modeling and investment management
Fluency in Excel & Programming. Hands‑on experience in Python & SQL is required
Ability to work well in a fast‑paced environment. Detail‑oriented, strong analytical & quantitative skills, excellent communication skills – written & verbal
Salary Range: $150,000.00 - $190,000.00
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Our mission is simple: to build the financial infrastructure that expands access and opportunity for all. Guided by a culture of collaboration, curiosity, and purpose, Cross River has been named one of American Banker’s Best Places to Work in Fintech year after year. Whether you’re designing code, solving regulatory puzzles, or developing strategy, you’ll join a team where innovation and integrity drive everything we do — and where your work helps shape the future of finance.
What We're Looking For The Quantitative Analysis Group at Cross River is looking for an
Associate/AVP, Quant Strategist
to join its fast-growing team. The team sits within the Capital Solutions Group (CSG) and serves as a centralized function for investment intelligence & quantitative decision making across trading, structuring, and portfolio management initiatives. As a core contributor to the firm’s investment efforts, Quantitative Strategies Group collaborates closely with investment professionals and key stakeholders to help manage a multi‑billion dollar portfolio of consumer credit loans and asset‑backed securities. The team sits at the intersection of quant tools, advanced analytics, and investment strategy, playing a critical role in driving data‑driven insights and strategic initiatives across CSG.
Responsibilities
Work closely with investment teams to evaluate new opportunities. Build analytical tools, investment frameworks and research new methodologies necessary to systematically analyze credit investments
Support ongoing & new investment mandates with historical analytics & performance‑based insights. Deliver quantitative & model‑driven evaluation of deal collateral & provide key inputs for pricing and deal economics
Play a key role in championing and promoting quantitative investment themes by systematically introducing analytical methods, tools and techniques to add value in the investment management lifecycle
Collaborate with other functions within the bank like Treasury, FP&A, etc. to ensure capital deployment objectives are uniformly met
Qualifications
Master’s degree in Financial Engineering, Math, Statistics, Computer Science, or any another quantitative field
1+ years experience in Fixed Income markets is required. Exposure to ABS, Structured Credit and/or alternative investments is strongly preferred
Experience in use of both Machine Learning and Quantitative Finance techniques for fixed income credit modeling and investment management
Fluency in Excel & Programming. Hands‑on experience in Python & SQL is required
Ability to work well in a fast‑paced environment. Detail‑oriented, strong analytical & quantitative skills, excellent communication skills – written & verbal
Salary Range: $150,000.00 - $190,000.00
#J-18808-Ljbffr