Fiscal Year

2021

Case Number

A-19358-99585

Case Status

Certified-Expired

Received Date

2019-12-30

Decision Date

2020-10-13

Refile

N

Original File Date

2021-01-01 08:45:39

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

TWO SIGMA INVESTMENTS, LP

Employer Name Slug

two-sigma-investments-lp

Employer Address 1

100 AVENUE OF THE AMERICAS, FLOOR 16

Employer Address 2

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

10013

Employer Phone

212-625-5700

Employer Number of Employees

1551

Employer Year Commenced Business

2001

NAICS Code

523920

FW Ownership Interest

N

Employer Contact Name

Leslie Liu

Employer Contact Address 1

100 Avenue of the Americas, Floor 16

Employer Contact Address 2

Employer Contact City

New York

Employer Contact State/Province

NEW YORK

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

10013

Employer Contact Phone

212-775-6656

Employer Contact Email

leslie.liu@twosigma.com

Agent Attorney Name

Jenny Nieves

Agent Attorney Firm Name

Fragomen, Del Rey, Bernsen Loewy, LLP

Agent Attorney Phone

2122302877

Agent Attorney Address 1

Fragomen, Del Rey, Bernsen Loewy, LLP

Agent Attorney Address 2

1400 Broadway

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

JNieves@fragomen.com

PW Track Number

P10019213032204

PW SOC Code

15-2041

PW SOC Title

Statisticians

PW Skill Level

Level I

PW Wage

70034.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2019-11-26

PW Expiration Date

2020-06-30

Wage Offer From

146000.00

Wage Offer To

0.00

Average Salary

146000.00

Wage Unit of Pay

Year

Worksite Address 1

100 Avenue of the Americas

Worksite Address 2

Worksite City

New York

Worksite City Slug

new-york

Worksite State

NEW YORK

Worksite Postal Code

10013

Job Title

Quantitative Researcher

Job Title Slug

quantitative-researcher

Minimum Education

Master's

Major Field of Study

**Please see Section H.14*

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

financial modeling or quantitative data analysis, or related experience

Job Opportunity Requirements Normal

Y

Foreign Language Required

N

Specific Skills

Must have demonstrated knowledge of exploratory data analysis and data preprocessing e.g. missing data treatment, outlier removal. Must have demonstrated knowledge of statistical data analysis and experimental design. Must have demonstrated knowledge of statistical estimation e.g. parameter calibration and hypothesis testing in high dimension problems and with nonlinear techniques. Must have demonstrated knowledge of numerical methods and optimization techniques e.g. meanvariance optimization for portfolio construction. Must have demonstrated knowledge of timeseries analysis e.g. GARCH. Must have demonstrated knowledge of Monte Carlo simulation methods. Must have demonstrated knowledge of multiple financial asset markets e.g. equities, multisector fixed income, commodities, etc., including but not limited to Industry standard risk factor models and potential extensionsimprovements; Factor investing both within equity and crossasset; Industry standard risk metrics e.g. volatility and covariance estimation, risk and return contribution, ValueatRisk. etc. including how to perform such calculations, strengths and weaknesses of each, etc.; Scenario analysis techniques to estimate nonlinear outcomes for portfolio risk and returns. Must have experience in portfolio and risk management process. Must have experience programming in Python or R e.g. familiar with basic algorithms. Must have demonstrated knowledge of handling and analyzing complex datasets and time series using packages such as pandasnumpyscipyscikitlearn in Python or equivalents in R. Must also pass companys required skills assessment. Employer will accept any amount of professional experience with the required skills.br br Continued from Section H.4B. and H.10B. Minimum education and experience required Masters degree or equivalent in MathematicsStatistics, Computer Science, Financial Engineering, or related field plus 3 years of experience in financial modeling or quantitative data analysis, or related experience.

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

2019-08-29

SWA Job Order End Date

2019-09-29

Sunday Edition Newspaper

Y

First Newspaper Name

New York Times

First Advertisement Start Date

2019-09-08

Second Newspaper Ad Name

New York Times

Second Advertisement Type

Newspaper

Second Ad Start Date

2019-09-15

Employer Website From Date

2019-08-22

Employer Website To Date

2019-09-05

Professional Organization Ad From Date

2021-01-01 08:45:39

Professional Organization Advertisement To Date

2021-01-01 08:45:39

Job Search Website From Date

2019-09-07

Job Search Website To Date

2019-10-07

Employee Referral Program From Date

2019-08-29

Employee Referral Program To Date

2019-09-12

Local Ethnic Paper From Date

2021-01-01 08:45:39

Local Ethnic Paper To Date

2021-01-01 08:45:39

Radio/TV Ad From Date

2021-01-01 08:45:39

Radio/TV Ad To Date

2021-01-01 08:45:39

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

FINANCIAL ENGINEERING

Foreign Worker Years of Education Completed

2014

Foreign Worker Institution of Education

COLUMBIA UNIVERSITY

Foreign Worker Education Institution Address 1

116TH ST. BROADWAY

Foreign Worker Education Institution Address 2

Foreign Worker Education Institution City

NEW YORK

Foreign Worker Education Institution State/Province

NY

Foreign Worker Education Institution Country

UNITED STATES OF AMERICA

Foreign Worker Education Institution Postal Code

10027

Foreign Worker Experience with Employer

N

Foreign Worker Employer Pays for Education

N

Foreign Worker Currently Employed

Y

Employer Completed Application

N

Preparer Name

Jenny Nieves

Preparer Title

Partner

Preparer Email

jnieves@fragomen.com

Employer Information Declaration Name

Leslie Liu

Employer Information Declaration Title

Immigration Manager