Fiscal Year

2020

Case Number

A-19310-79840

Case Status

Certified

Received Date

2019-11-19

Decision Date

2020-04-10

Refile

N

Original File Date

2020-01-01 08:15:23

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

CAPSTONE INVESTMENT ADVISORS, LLC

Employer Name Slug

capstone-investment-advisors-llc

Employer Address 1

250 GREENWICH STREET

Employer Address 2

30TH FLOOR

Employer City

NEW YORK

Employer City Slug

new-york

Employer State

NEW YORK

Employer State Slug

new-york

Employer Country

UNITED STATES OF AMERICA

Employer Postal Code

10007

Employer Phone

212-232-1420

Employer Number of Employees

142

Employer Year Commenced Business

2004

NAICS Code

523110

FW Ownership Interest

N

Employer Contact Name

Heather Haigh

Employer Contact Address 1

7 World Trade Center, 250 Greenwich St

Employer Contact Address 2

30th Floor

Employer Contact City

New York

Employer Contact State/Province

NEW YORK

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

10007

Employer Contact Phone

212-232-1440

Employer Contact Email

heather.haigh@capstoneco.com

Agent Attorney Name

Raquel Liberman

Agent Attorney Firm Name

Fragomen, Del Rey, Bernsen Loewy, LLP

Agent Attorney Phone

2126888555

Agent Attorney Address 1

1400 Broadway

Agent Attorney Address 2

Agent Attorney City

New York

Agent Attorney State/Province

NEW YORK

Agent Attorney Country

UNITED STATES OF AMERICA

Agent Attorney Postal Code

10018

Agent Attorney Email

rliberman@fragomen.com

PW Track Number

P10019115496203

PW SOC Code

13-2051

PW SOC Title

Financial Analysts

PW Skill Level

Level II

PW Wage

105622.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2019-08-14

PW Expiration Date

2020-06-30

Wage Offer From

105622.00

Wage Offer To

0.00

Average Salary

105622.00

Wage Unit of Pay

Year

Worksite Address 1

7 World Trade Center, 250 Greenwich Street

Worksite Address 2

30th Floor

Worksite City

New York

Worksite City Slug

new-york

Worksite State

NEW YORK

Worksite Postal Code

10007

Job Title

Quantitative Trader

Job Title Slug

quantitative-trader

Minimum Education

Master's

Major Field of Study

Finance or a related quantitative field or equivalent

Required Training

N

Required Experience

Y

Required Experience Months

12

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

12

Accept Alternative Job Title

Analyst or related

Job Opportunity Requirements Normal

N

Foreign Language Required

N

Specific Skills

One 1 year of experience developing quantitative investment strategies using deep learning and machine learning models. Prior experience must include one 1 year of generating macro analysis including inflation forecast, and yield curve analysis; monitoring and analyzing risk of quantitative strategies and trading activities; improving portfolio construction frameworks using statistics, stochastic processes and financial engineering models; developing and maintaining core analytical capabilities and model libraries in Python, using advanced statistical, quantitative and econometric techniques; constructing quantitative trading systems using distributed computing, data structures, optimization algorithms, GPU management, Python, Tensorflow, PyTorch, HTML, and SQL; solving analytical finance and portfolio construction problems using modern portfolio theory, fixed income yield curve theories, mortgagebacked securities analysis, options and futures theories, swap and swaptions theories, and PCA analysis; and, identifying trading opportunities from economic and political events in markets utilizing microeconomics, macroeconomics, international economics, monetary economics, and behavioral economics. Any suitable combination of education, training and experience is acceptable

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

2019-08-27

SWA Job Order End Date

2019-09-27

Sunday Edition Newspaper

Y

First Newspaper Name

New York Times

First Advertisement Start Date

2019-08-25

Second Newspaper Ad Name

New York Times

Second Advertisement Type

Newspaper

Second Ad Start Date

2019-09-01

Employer Website From Date

2020-01-01 08:15:23

Employer Website To Date

2020-01-01 08:15:23

Professional Organization Ad From Date

2020-01-01 08:15:23

Professional Organization Advertisement To Date

2020-01-01 08:15:23

Job Search Website From Date

2019-08-26

Job Search Website To Date

2019-09-09

Employee Referral Program From Date

2019-08-29

Employee Referral Program To Date

2019-09-20

Local Ethnic Paper From Date

2019-08-28

Local Ethnic Paper To Date

2019-08-28

Radio/TV Ad From Date

2020-01-01 08:15:23

Radio/TV Ad To Date

2020-01-01 08:15:23

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

Master's

Foreign Worker Information: Major

FINANCE

Foreign Worker Years of Education Completed

2017

Foreign Worker Institution of Education

MASSACHUSETTS INSTITUTE OF TECHNOLOGY

Foreign Worker Education Institution Address 1

77 MASSACHUSETTS AVENUE

Foreign Worker Education Institution Address 2

Foreign Worker Education Institution City

CAMBRIDGE

Foreign Worker Education Institution State/Province

MA

Foreign Worker Education Institution Country

UNITED STATES OF AMERICA

Foreign Worker Education Institution Postal Code

2139

Foreign Worker Experience with Employer

N

Foreign Worker Employer Pays for Education

N

Foreign Worker Currently Employed

Y

Employer Completed Application

N

Preparer Name

Raquel Liberman

Preparer Title

Partner

Preparer Email

rliberman@fragomen.com

Employer Information Declaration Name

Joseph Lucas

Employer Information Declaration Title

President