VP, Quant-Driven Structured Credit Portfolio
cross river bankFort Lee (NJ)
VP, Quant-Driven Structured Credit Portfolio
Posted today
cross river bankFort Lee (NJ)
SENIORITY
Manager
About the role
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.
Before you apply
Applying takes about a minute. These four things decide how fast it moves after that.
Your profile is current
It's what we read first. Occupations, seniority and locations matter more than a long history.
Two examples you can talk through
Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.
A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.