VP, Quant-Driven Structured Credit Portfolio
Listed on 2026-10-20
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Finance & Banking
Risk Manager/Analyst
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 work streams, mentoring juniors while scaling processes with automation and AI-driven efficiencies in a fast-paced environment.
We are seeking a motivated VP, Quant-Driven Structured Credit Portfolio to join Cross River Bank in Fort Lee, NJ, United States.
The advertised compensation is 200..
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.
Learn more about the VP, Quant-Driven Structured Credit Portfolio role in the description above.
We appreciate your interest in this position.
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