This is just a man made wall of rock and coral on the north Caribbean side of the bridge. You can easily down climb to the base and climb the face back to the road. There is sometimes "traffic" as tourists stop by and Bahamians stop to see who on earth is climbing that stuff (Eleutherans don't climb).
Hike to the bottom of the bridge and find the northwest side. There's an obvious man made wall. We climbed on the right side of the wall.