This is the Wall Street Journal / NY Post distribution center. It might be a Bus Depot as well, but it is more accurately described by the former

Saint Jerome School was closed on 2013. The building is still there, obviously, but the school is not operating.

Ref: http://www.wfuv.org/news/news-politics/130215/after-141-years-bronx-catholic-school-shuts-its-doors