Prevailing Wage SOC Title :Financial Quantitative Analysts
Prevailing Wage Skill Level:Level I
Prevailing Wage:70845
Prevailing Wage Unit of Pay:Year
Prevailing Wage Source:OES
Prevailing Wage Other Source:
Prevailing Wage Determination Date :2021-09-27
Prevailing Wage Expiration Date :2022-06-30
Wage Offer From:160000
Wage Offer To:175000
Wage Offer Unit of Pay:Year
Workstie Address Line 1:11 Times Square
Worksite Address Line 2:
Worksite City :New York
Worksite State:NEW YORK
Worksite Postal Code:10036
Job Title:Pricing Analyst
Minimum Education:Master's
Other Degree/ Diploma:
Major Field of Study:See H.14
Required Training:N
Required Training Month:
Required Field of Training:
Required Experience :Y
Required Expreience Months :36
Accept Alternate Field of Study:N
Accept Alternate Major:
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:36
Accept Alternate Job Title:See H.14
Normal Requirements of Job Opportunity:Y
Required Foreign Language:N
Specific Skills:Minimum Requirements Masters degree or the foreign equivalent in Finance, Mathematics, or related discipline, and 36 months in the job offered, or as an Associate, Senior Quantitative Risk Analyst, Actuarial Analyst or related position.br br Alternate Requirements Bachelors degree or the foreign equivalent in Finance, Mathematics, or related discipline, and 60 months in the job offered, or as an Associate, Senior Quantitative Risk Analyst, Actuarial Analyst or related position.br br Special Skills Three 3 years of experience performing economic scenario generation, derivative pricing, and quantitative risk assessments across complex derivative instruments in the Forex, Fixed Income, and Equity markets, and involving three years of experience in all of the followingbr a Using risk neutral scenario in C#, including bulk data processing, yield curve construction, model calibration, and pricing validation, taking into account movements in the yield curve and volatility;br b Researching volatility cube, and yield curve fitting techniques under negative interest rate environment;br c Designing and implementing model calibration methodologies by constructing volatility surface and cube with SABR model and Super Derivative volatility data, applying tenor weights on long dated swaptions; andbr d Testing crossasset derivatives with EQ, FX, IR pricing models including Heston, LSV, HW1F, HW2F, and LMM, validating related methodologies including Monte Carlo simulation, PDE, and numerical solutions, and analyzing risk metrics including Var, Cvar, and ESG models.br Experience may be concurrent.
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:2021-09-22
Job Oder End Date:2021-10-26
Sunday Edition Newspaper:Y
First Newspaper Name:New York Times
First Advertisement Start Date:2021-09-26
Second Newspaper Name:New York Times
Second Advertisement Type:Newspaper
Second Ad Start Date:2021-10-03
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:
Job Search Website to Date:
Private Employment Firm from Date:
Pricate Employment Firm to Date:
Employee Referral Program from Date:2021-10-11
Employee Referral Program to Date:2021-10-26
Campus Placement from Date:
Campus Placement to Date:
Local Ethnic Newspaper from Date:2021-09-29
Local Ethnic Newspaper to Date:2021-09-29
Radio/TV Ad from Date:2021-09-28
Radio/TV Ad to Date:2021-09-29
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:MATHEMATICS
Year of Compelted Education:2015
Foreign Worker Istitution of Eduation:RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY
Foreign Worker Education Instution Address Line 1:57 US HIGHWAY 1
Foreign Worker Education Institution Address Line 2:
