Prevailing Wage SOC Title :Financial Quantitative Analysts
Prevailing Wage Skill Level:N/A
Prevailing Wage:93206
Prevailing Wage Unit of Pay:Year
Prevailing Wage Source:Other
Prevailing Wage Other Source:2019 WTW Gen Industry - 4/1/2019
Prevailing Wage Determination Date :2020-11-12
Prevailing Wage Expiration Date :2021-06-30
Wage Offer From:138000
Wage Offer To:
Wage Offer Unit of Pay:Year
Workstie Address Line 1:383 Madison Avenue
Worksite Address Line 2:
Worksite City :New York
Worksite State:NEW YORK
Worksite Postal Code:10179
Job Title:Quantitative Research
Minimum Education:Master's
Other Degree/ Diploma:
Major Field of Study:Finance
Required Training:N
Required Training Month:
Required Field of Training:
Required Experience :Y
Required Expreience Months :60
Accept Alternate Field of Study:Y
Accept Alternate Major:Computer Science, Mathematical Finance, or related quantitative field of study
Alternate Combination of Education/ Experience:Y
Required Alternate Level of Education :Doctorate
Other Alternate Level of Education:
Acceptable Years of Experience:2
Accept Foreign Educationa:Y
Acceptable Alternate Occupation:Y
Acceptable Alternate Occupation Month:60
Accept Alternate Job Title:Analyst, Quantitative Researcher, or related occupation
Normal Requirements of Job Opportunity:Y
Required Foreign Language: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 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:2020-08-13
Job Oder End Date:2020-09-14
Sunday Edition Newspaper:Y
First Newspaper Name:The New York Times
First Advertisement Start Date:2020-10-11
Second Newspaper Name:The New York Times
Second Advertisement Type:Newspaper
Second Ad Start Date:2020-10-18
Job Fair From Date:
Job Fair to Date:
On Campus Recruiting from Date:
On Campus Recruiting to Date:
Employer Website from Date:2020-10-01
Employer Website to Date:2020-10-19
Pro. Org. Ad from Date:
Pro.Org. Ad to Date:
Job Search Website from Date:2020-10-12
Job Search Website to Date:2020-10-19
Private Employment Firm from Date:
Pricate Employment Firm to Date:
Employee Referral Program from Date:
Employee Referral Program to Date:
Campus Placement from Date:
Campus Placement to Date:
Local Ethnic Newspaper from Date:2020-10-14
Local Ethnic Newspaper to Date:2020-10-14
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:Y
US Worker Considered:N/A
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:FINANCE
Year of Compelted Education:2014
Foreign Worker Istitution of Eduation:MASSACHUSETTS INSTITUTE OF TECHNOLOGY
Foreign Worker Education Instution Address Line 1:77 MASSACHUSETTS AVE
Foreign Worker Education Institution Address Line 2:
