Living in baja California

Looking at buying something and moving there. What are jobs like for bankers?

You would need a visa with permission to work. Which involves having a job offer from an employer. Pay is low here compared to the US.

Working online for a US company or commuting to the San Diego iarea is what most US citizens do here for work. 

Thank you for that info, although where we are wanting to move would not be a commute to SD.

Unless you are currently a Mexican citizen, it will take you a long time to find a job.