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Case Number: A-19214-39428

Fiscal year: 2020

Fiscal Year

2020

Case Number

A-19214-39428

Case Status

Certified-Expired

Received Date

2019-08-06

Decision Date

2019-10-23

Refile

N

Original File Date

2020-01-01 07:46:38

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

THE OPTIONS CLEARING CORPORATION

Employer Name Slug

the-options-clearing-corporation

Employer Address 1

125 SOUTH FRANKLIN

Employer Address 2

SUITE 1200

Employer City

CHICAGO

Employer City Slug

chicago

Employer State

ILLINOIS IL

Employer State Slug

illinois-il

Employer Country

UNITED STATES OF AMERICA

Employer Postal Code

60606

Employer Phone

3123222889

Employer Number of Employees

330

Employer Year Commenced Business

1973

NAICS Code

523999

FW Ownership Interest

N

Employer Contact Name

Fatima Sabanovic

Employer Contact Address 1

125 South Franklin

Employer Contact Address 2

Suite 1200

Employer Contact City

Chicago

Employer Contact State/Province

ILLINOIS

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

60606

Employer Contact Phone

312-322-2889

Employer Contact Email

fsabanovic@theocc.com

Agent Attorney Name

Marketa Lindt

Agent Attorney Firm Name

Sidley Austin LLP

Agent Attorney Phone

(312) 853-7000

Agent Attorney Address 1

1 South Dearborn Street

Agent Attorney Address 2

Agent Attorney City

Chicago

Agent Attorney State/Province

ILLINOIS

Agent Attorney Country

UNITED STATES OF AMERICA

Agent Attorney Postal Code

60603

Agent Attorney Email

mlindt@sidley.com

PW Track Number

P10018292568132

PW SOC Code

15-1132

PW SOC Title

Software Developers, Applications

PW Skill Level

Level III

PW Wage

96658.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2019-02-25

PW Expiration Date

2019-06-30

Wage Offer From

156900.00

Wage Offer To

0.00

Average Salary

156900.00

Wage Unit of Pay

Year

Worksite Address 1

125 S. Franklin Street

Worksite Address 2

Suite 1200

Worksite City

Chicago

Worksite City Slug

chicago

Worksite State

ILLINOIS

Worksite Postal Code

60606

Job Title

Senior Quantitative Analyst

Job Title Slug

senior-quantitative-analyst

Minimum Education

Master's

Major Field of Study

Physics or Mathematics

Required Training

N

Required Experience

N

Required Experience Months

Accept Alternative Field of Study

N

Accept Alternative Major Field of Study

Accept Alternative Combination

N

Accept Alternative Combination Education

Accept Alternative Combination Education Years

Accept Foreign Education

Y

Accept Alternative Occupation

Y

Accept Alternative Occupation Months

36

Accept Alternative Job Title

Quantitative analysis

Job Opportunity Requirements Normal

N

Foreign Language Required

N

Specific Skills

Must have work experience with each of the following 1 Developing pricing models for exotic options and structured products using advanced techniques such as change of probability measure, finite difference method and Monte Carlo simulation; 2 Performing volatility surface fitting for listed equity options and statistical analysis to determine pricing parameters using pricing analytical libraries; and 3 Developing software systems in pythonVBA that support realtime data visualization and computation of prices and risk measures including Delta, Gamma, Vega, Theta, and Rho.

Combination Occupation

N

Offered to Applicant Foreign Worker

Y

Foreign Worker Live on Premises

N

Foreign Worker Live in Domestic Service

N

Foreign Worker Live in Domestic Service Count

Professional Occupation

Y

Application for College/University Teacher

N

SWA Job Order Start Date

2019-04-25

SWA Job Order End Date

2019-05-30

Sunday Edition Newspaper

Y

First Newspaper Name

Chicago Sun Times

First Advertisement Start Date

2019-04-28

Second Newspaper Ad Name

Chicago Sun Times

Second Advertisement Type

Newspaper

Second Ad Start Date

2019-05-05

Employer Website From Date

2019-04-25

Employer Website To Date

2019-07-08

Professional Organization Ad From Date

2020-01-01 07:46:38

Professional Organization Advertisement To Date

2020-01-01 07:46:38

Job Search Website From Date

2019-04-29

Job Search Website To Date

2019-05-13

Employee Referral Program From Date

2020-01-01 07:46:38

Employee Referral Program To Date

2020-01-01 07:46:38

Local Ethnic Paper From Date

2019-05-02

Local Ethnic Paper To Date

2019-05-02

Radio/TV Ad From Date

2020-01-01 07:46:38

Radio/TV Ad To Date

2020-01-01 07:46:38

Employer Received Payment

N

Posted Notice at Worksite

Y

Layoff in Past Six Months

N

Country of Citizenship

CHINA

Foreign Worker Birth Country

CHINA

Class of Admission

H-1B

Foreign Worker Education

Doctorate

Foreign Worker Information: Major

PHYSICS

Foreign Worker Years of Education Completed

2009

Foreign Worker Institution of Education

BRANDEIS UNIVERSITY

Foreign Worker Education Institution Address 1

415 SOUTH STREET

Foreign Worker Education Institution Address 2

Foreign Worker Education Institution City

WALTHAM

Foreign Worker Education Institution State/Province

MA

Foreign Worker Education Institution Country

UNITED STATES OF AMERICA

Foreign Worker Education Institution Postal Code

2453

Foreign Worker Experience with Employer

N

Foreign Worker Employer Pays for Education

N

Foreign Worker Currently Employed

Y

Employer Completed Application

N

Preparer Name

Marketa Lindt

Preparer Title

Attorney

Preparer Email

mlindt@sidley.com

Employer Information Declaration Name

Sheila Henretta

Employer Information Declaration Title

First Vice President and Deputy General Counsel