Prevailing Wage SOC Title :Asset Liability Management Professional
Prevailing Wage Skill Level:Level I
Prevailing Wage:71947
Prevailing Wage Unit of Pay:Year
Prevailing Wage Source:OES
Prevailing Wage Other Source:
Prevailing Wage Determination Date :2021-09-13
Prevailing Wage Expiration Date :2022-06-30
Wage Offer From:175000
Wage Offer To:
Wage Offer Unit of Pay:Year
Workstie Address Line 1:340 Madison Ave
Worksite Address Line 2:
Worksite City :New York
Worksite State:NEW YORK
Worksite Postal Code:10173
Job Title:Asset & Liability Management Professional
Minimum Education:Master's
Other Degree/ Diploma:
Major Field of Study:Statistics, Mathematics, Economics, Business, or Computational Finance
Required Training:N
Required Training Month:
Required Field of Training:
Required Experience :N
Required Expreience Months :
Accept Alternate Field of Study:N
Accept Alternate Major:
Alternate Combination of Education/ Experience:N
Required Alternate Level of Education :
Other Alternate Level of Education:
Acceptable Years of Experience:
Accept Foreign Educationa:Y
Acceptable Alternate Occupation:Y
Acceptable Alternate Occupation Month:36
Accept Alternate Job Title:Experience using analysis with quantitative techniques to support financial strategy development.
Normal Requirements of Job Opportunity:N
Required Foreign Language:N
Specific Skills:Must have experience with the following i use of statistical methods to find relative value in fixed income markets, as well as use of valuation and risk analytics on diversified fixed income derivative portfolios; ii interest rate terms structure models and derivative pricing models to build market surveillance and assist in price discovery; iii macroeconomic analysis, including economic cycles and growth models and their impact on asset prices and their correlations; iv building statistical and machine learning tools and backtesting frameworks to analyze market structure; v Big Data skills to understand treasuries, mortgages and other data intensive investment products; vi dealer derivative pricing platforms and prepayment platforms including Yield Book and pricing libraries including Quantlib NAG; vii database design and developing, using data servers including Microsoft SQL server, and integration services and analysis services; viii SQL, VBA, C, and C# programming languages for fixed income analysis and model development; ix Perl, Python and R for scripting libraries and batch processes for automating risk and attribution processes and perform regressions and clustering methods to analyze bond market; and x program and integrate with Javascript and Jupyter to display and monitor market and live analysis.br br br Please note Because there is no primary experience requirement in H.6, the Kellogg language is not required.
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:2021-05-19
Job Oder End Date:2021-06-29
Sunday Edition Newspaper:Y
First Newspaper Name:New York Times
First Advertisement Start Date:2021-05-23
Second Newspaper Name:New York Times
Second Advertisement Type:Newspaper
Second Ad Start Date:2021-06-06
Job Fair From Date:
Job Fair to Date:
On Campus Recruiting from Date:
On Campus Recruiting to Date:
Employer Website from Date:2021-05-11
Employer Website to Date:2021-07-29
Pro. Org. Ad from Date:
Pro.Org. Ad to Date:
Job Search Website from Date:2021-05-26
Job Search Website to Date:2021-06-21
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:2021-05-31
Local Ethnic Newspaper to Date:2021-05-31
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:INDIA
Foreign Worker Birth Country:INDIA
Class of Admission :H-1B
Employee Info
Foreign Worker Education:Master's
Foreign Worker Education Other:
Foreign Worker Major:COMPUTATIONAL FINANCE
Year of Compelted Education:2015
Foreign Worker Istitution of Eduation:CARNEGIE MELLON UNIVERSITY
Foreign Worker Education Instution Address Line 1:5000 FORBES AVE
Foreign Worker Education Institution Address Line 2:
