VP, Quant-Driven Structured Credit Portfolio

Cross River Bank; Fort Lee (NJ); Hybrid; USD 200.000 - 250.000; Vollzeit

Zusammenfassung

Cross River Bank seeks a quantitatively driven Vice President, Portfolio Management to join the Quantitative Strategies Group. The role blends credit analytics, modeling, and portfolio surveillance to ensure accurate valuations, reserves, and performance aligned with underwriting intent.

You will lead cash flow modeling, risk assessments, and analytical workstreams, mentoring juniors while scaling processes with automation and AI-driven efficiencies in a fast-paced environment.

Qualifikationen

• Degree in finance, economics, math, CS or related field.
• 5+ years in Structured Finance (ABS/MBS) or Private Credit.
• Proficiency in advanced Excel; hands-on Python & SQL.

Aufgaben

• Develop and maintain analytical frameworks for collateral pools.
• Build cash flow models for returns, losses, and scenarios.
• Evaluate deal structures and credit risk across portfolios.
• Collaborate with Valuation/Risk/Accounting during quarterly processes.
• Automate reporting pipelines with technology and data teams.

Kenntnisse

Python

SQL

Excel

Cash flow modeling

Structured credit

Portfolio management

Communication

Ausbildung

Bachelor’s degree in finance, economics, math, CS or related field

Tools

Python

SQL

Jobbeschreibung

Cross River Bank seeks a quantitatively driven Vice President, Portfolio Management to join the Quantitative Strategies Group. The role blends credit analytics, modeling, and portfolio surveillance to ensure accurate valuations, reserves, and performance aligned with underwriting intent.

You will lead cash flow modeling, risk assessments, and analytical workstreams, mentoring juniors while scaling processes with automation and AI-driven efficiencies in a fast-paced environment.