Quant Strategist – Structured Finance & AI Tools

Cross River Bank; Fort Lee (NJ); Hybrid; USD 150,000 - 200,000; Full time

Job summary

Cross River Bank is seeking a Quantitative Analyst in the Quantitative Strategies Group. The role combines quantitative analytics, structured finance insights, and collaboration across underwriting and advisory to inform capital decisions.

The candidate will build scalable models and present findings to stakeholders. The ideal candidate holds a Master’s in a quantitative field, 3+ years in fixed income or securitization, and strong Python/SQL/Excel skills.

Qualifications

• Master’s degree in financial engineering, math, statistics, CS, or related quantitative field.
• 3+ years in Structured Finance, Securitization, or Fixed Income.
• Strong cashflow modeling and securitization knowledge.
• Proficient in Python, SQL, and Excel; able to build analytical tools.
• Excellent written and verbal communication; able to present complex analytics clearly.
• Hands-on, detail-oriented with ability to manage multiple priorities.

Responsibilities

• Collaborate with SPG and PFG to provide quantitative insights across ABS and structured credit.
• Underwrite investment opportunities and refine cashflow models.
• Produce market-ready analytics and performance benchmarks for clients.
• Develop frameworks to evaluate collateral pools and pricing assumptions.
• Translate outputs into concise narratives for pitches and committees.
• Explore AI use cases using Python and LLMs to improve collateral analysis.

Skills

Communication skills

Analytical mindset

Fast-paced environment

Team collaboration

Education

Master’s degree in financial engineering or quantitative field

Tools

Python

SQL

Excel

Job description

Cross River Bank is seeking a Quantitative Analyst in the Quantitative Strategies Group. The role combines quantitative analytics, structured finance insights, and collaboration across underwriting and advisory to inform capital decisions.

The candidate will build scalable models and present findings to stakeholders. The ideal candidate holds a Master’s in a quantitative field, 3+ years in fixed income or securitization, and strong Python/SQL/Excel skills.