Prevailing Wage SOC Title :Financial Quantitative Analysts
Prevailing Wage Skill Level:Level I
Prevailing Wage:87318
Prevailing Wage Unit of Pay:Year
Prevailing Wage Source:OES
Prevailing Wage Other Source:
Prevailing Wage Determination Date :2020-11-02
Prevailing Wage Expiration Date :2021-06-30
Wage Offer From:87500
Wage Offer To:
Wage Offer Unit of Pay:Year
Workstie Address Line 1:260 Franklin St.
Worksite Address Line 2:20th Floor
Worksite City :BOSTON
Worksite State:MASSACHUSETTS
Worksite Postal Code:2110
Job Title:Performance & Attribution Analyst
Minimum Education:Master's
Other Degree/ Diploma:
Major Field of Study:Finance
Required Training:N
Required Training Month:
Required Field of Training:
Required Experience :N
Required Expreience Months :
Accept Alternate Field of Study:Y
Accept Alternate Major:Mathematics, Financial Risk Management, or a directly related field
Alternate Combination of Education/ Experience:Y
Required Alternate Level of Education :Bachelor's
Other Alternate Level of Education:
Acceptable Years of Experience:5
Accept Foreign Educationa:Y
Acceptable Alternate Occupation:Y
Acceptable Alternate Occupation Month:24
Accept Alternate Job Title:experience in performance and attribution with hedge funds or hedge fund administration
Normal Requirements of Job Opportunity:Y
Required Foreign Language:N
Specific Skills:Must have two 2 years of experience in each of the following experience may be gained concurrentlybr SQLbr MultiAsset class analytics including fixed income and derivatives, including swaps and futuresbr Attributions, including Brinson model and Karnosky Singer KS modelbr Smoothing algorithms, including GRAP; Carino; and Mencherobr Performance measures, including Modified Dietz; TimeWeighted return; MoneyWeighted return; Internal Rate of Return IRRbr Asset allocation methods, including Asset Weighted, and Equal Weightedbr Statistics, including ZScore; Sharpe ratio; information ratio; drawdown; UpDown Capture; and Calmar ratiobr Projectrelated experience, including troubleshooting and prototyping on system and reporting toolsbr Vendor applications, including FactSet Portfolio Analysis; BISAM; and Axioma or Bloombergbr Utilizing Global Investment Performance Standards GIPSbr Utilizing and troubleshoot Python and VBA coded toolsbr Experience with data modeling, data management process modeling, and data profilingbr Operational aspects of quantitative investment research and feedbackloop processbr Attribution models, including Holdingsbased, transactionbase, and riskbasedbr br Any suitable combination of education, training, or experience is acceptable.
Combination Occupation :N
Offered to Applied Foreign Worker:Y
ForeignWorker Live on Premises :N
Live in Domestic Service Worker:N
Employment Contract :
Professional Occupation :Y
College/ University Teacher:N
Competitive Process:
Basic Recruitment Process :
Teacher Select Date:
Teacher Publish Journal Name:
Additional Recruitment Information:
Job Oder Start Date:2021-02-02
Job Oder End Date:2021-03-09
Sunday Edition Newspaper:Y
First Newspaper Name:THE BOSTON GLOBE
First Advertisement Start Date:2021-02-14
Second Newspaper Name:THE BOSTON GLOBE
Second Advertisement Type:Newspaper
Second Ad Start Date:2021-02-21
Job Fair From Date:
Job Fair to Date:
On Campus Recruiting from Date:
On Campus Recruiting to Date:
Employer Website from Date:
Employer Website to Date:
Pro. Org. Ad from Date:
Pro.Org. Ad to Date:
Job Search Website from Date:2021-02-09
Job Search Website to Date:2021-02-22
Private Employment Firm from Date:2021-02-02
Pricate Employment Firm to Date:2021-02-17
Employee Referral Program from Date:
Employee Referral Program to Date:
Campus Placement from Date:
Campus Placement to Date:
Local Ethnic Newspaper from Date:2021-02-19
Local Ethnic Newspaper to Date:2021-02-19
Radio/TV Ad from Date:
Radio/TV Ad to Date:
Employer Received the Payment:N
Payment Details:
Bargaining Representative Notified:N/A
Posted Notice at Worksite:Y
Layoff in Past Six Months:N
US Worker Considered:
Country of Citizenship:CHINA
Foreign Worker Birth Country:CHINA
Class of Admission :H-1B
Employee Info
Foreign Worker Education:Master's
Foreign Worker Education Other:
Foreign Worker Major:FINANCIAL RISK MANAGEMENT
Year of Compelted Education:2015
Foreign Worker Istitution of Eduation:UNIVERSITY OF CONNECTICUT
Foreign Worker Education Instution Address Line 1:WILBUR CROSS BUILDING
Foreign Worker Education Institution Address Line 2:233 GLENBROOK ROAD, UNIT 4077
Foreign Worker Education Institution City:STORRS
Foreign Worker Educatution Institution State:CT
Foreign Worker Education Institution Country :UNITED STATES OF AMERICA
Foreign Worker Education Training Post Code:6269
Foreign Worker Training Completion :N/A
Foreign Worker Required Experience :N/A
Foreign Worker Alternate Education and Experience :N
Foreign Worker Alternate Occupation Experience:Y
Foreign Worker Experience with Employer:N
Foreign Worker Employer Pay for Education:N
Foreign Worker Currently Employed:Y
Employer Completed Application :N
Preparer Name:ALEXANDRA L BRANZBURG
Preparer Title:SENIOR ASSOCIATE
Preparer Email :ATTY.LESTERTEAM@FRAGOMEN.COM
Employer Information Declaration Name:MICHAEL MILES
Employer Declaration Title:SENIOR VP, GLOBAL DIRECTOR OF HR
