Others
Scheduled A Sheepherder
N
Employer Phone
312-732-2655
Employer Number of Employees
256981
Employer Year of Commenced Business
1799
Employer Contact Name
Jennifer R Shapiro
Employer Contact Address 1
10 South Dearborn Street
Employer Contact Address 2
IL10043
Employer Contact City
Chicago
Employer Contact State/Province
ILLINOIS
Employer Contact Postal Code
60603
Employer Contact Phone
312-732-2655
Agent Attorney Phone
919 787 9700
Prevailing Wage Tracking Number
P10020161639069
Prevailing Wage Determination Date
11/12/20
Prevailing Wage Expiration Date
6/30/21
Minimum Education
Master's
Major Field Of Study
Finance
Required Expirence Months
60
Acceptable Alternate Field Of Study
Y
Acceptable Alternate Major Field Of Study
Computer Science, Mathematical Finance, or related quantitative field of study
Acceptable Alternate Combination
Y
Acceptable Alternate Level of Education
Doctorate
Acceptable Alternate Education Years
2
Foreign Education Acceptable
Y
Alternate Occupation Experience Acceptable
Y
Alternate Occupation Experience Months
60
Alternate Occupation Job Title
Analyst, Quantitative Researcher, or related occupation
Job Opportunity Requirements Normal
Y
Foreign Language Required
N
Specific Skills
This position requires a Masters degree in Finance, Computer Science, Mathematical Finance, or related quantitative field of study and five 5 years of experience in the job offered or five 5 years of experience as an Analyst, Quantitative Researcher, or related occupation. The employer will accept a Doctorate and two 2 years of experience in lieu of the Masters degree and five 5 years of experience. This position requires two 2 years of experience with the following skills and technologies designing, implementing and documenting derivative pricing models in a financial institution using continuous and discreet stochastic calculus, partial differential equations and Monte Carlo Methods; optimization problems in a financial context, including convex, nonconvex and stochastic optimization methods; programming in python; using numerical methods libraries including scipy; optimization packages such as cvxopt; programming in python in a shared production library; using tools such as CVS, SVN or GIT; designing and implementing quantitative investment strategies; performing backtesting and risk decomposition, including alpha and beta strategies, crossasset risk premia strategies and modern portfolio theory strategies; interacting with a trading desk; technology architecture design and data analytics using object oriented programming, data structures in python and libraries including numpy, pandas and sklearn.
Combination of Occupations
N
Offered To Foreign Worker
Y
Foreign Worker live in Employer Premises
N
Live-in Domestic Service Worker
N
Professional Occupation
Y
College or University Teacher
N
SWA Job Order Start Date
8/13/20
SWA Job Order End Date
9/14/20
Sunday Edition News Paper
Y
First News Paper Name
The New York Times
First Advertisement Start Date
10/11/20
Second News Paper Ad Name
The New York Times
Second Advertisement Type
Newspaper
Second Ad Start Date
10/18/20
Job Search Website From Date
10/12/20
Job Search Webiste To Date
10/19/20
Local Ethnic Paper From Date
10/14/20
Local Ethnic Paper To Date
10/14/20
Employer Received Payment
N
Bargaining Representative Notified
N/A
Posted Notice At Worksite
Y
Layoff In Past Six Months
Y
US Workers Considered
N/A
Foreign Worker Birth Country
CHINA
Foreign Worker Education
Master's
Foreign Worker INFO Major
FINANCE
Foreign Worker Education Completed
2014
Foreign Worker Educational Institution
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
Foreign Worker Educational Institution Address 1
77 MASSACHUSETTS AVE
Foreign Worker Educational Institution City
CAMBRIDGE
Foreign Worker Educational Institution State
MA
Foreign Worker Educational Institution Country
UNITED STATES OF AMERICA
Foreign Worker Educational Institution Postal Code
02139
Foreign Worker Training Completed
N/A
Foreign Worker Has Required Work Experience
N
Foreign Worker Alternate Education/Experience
N
Foreign Worker Has Experience in Alternate Occupation
Y
Foreign Worker Experience With Employer
N
Employer Paid For Education
N
Foreign Worker Currently Employed
Y
Employer Completed Application
N
Preparer Name
Matthew S Groban
Name Of Person Signing Employer Declaration
Jennifer R Shapiro
Title of Person Signing Employer Declaration
Attorney in Fact ED, Asst. Gen. Counsel