Corrected entry: When Ray cuts in front of a woman at the ATM, she runs to get a cop. She comes back with Robert. The problem is, Robert is a New York City cop, and Ray lives in Nassau County, which is not in New York City. Robert has no jurisdiction, and would not be patrolling in Nassau County.
Correction: Robert was on patrol at the time, which means he should not have been in Nassau County. NYPD only serves the 5 boroughs: Manhattan, the Bronx, Brooklyn, Staten Island, and Queens. Nassau County has its own police force. In the prior scene, Marie tells Ray that Robert left the envelope with money in it with her because he was late for work.
Correction: This is not necessarily an error. If a crime is taking place in Nassau County and Robert is in his NY-PD uniform, he would be allowed to respond to a citizen's request for aid. In this case, a woman is robbed at an ATM and the nearest police officer she could find is an NY-PD patrol officer that officer could respond. In NY State, all police officers have authority to respond to crimes in that state, regardless of the jurisdiction.