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You have to be a resident as part of your restrictions and requirements to be able to apply for legal full citizenship, I am sure, and living in Mexico would make you a resident of Mexico, not the United States.

I am lawful permanent resident since june 07 married to an american citizen.
I will be able to apply for citizenship next year on june 09.
I am offered a job in Mexicali, Mexico at a mexican company.
I want to know if I will have any problem when applying for my citizenship if I move and live in Calexico, California and cross the border every day to go to work to Mexicali, Mexico.

Thank you for your help !
It depends on your tax return, if your income tax from this job does not establish any "ties" to US, the job may jeopardize your status.