Fiscal Year

2021

Case Number

A-20219-85348

Case Status

Certified-Expired

Received Date

2020-08-28

Decision Date

2021-03-31

Refile

N

Original File Date

2021-01-01 09:09:59

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

THE BANK OF NEW YORK MELLON

Employer Name Slug

the-bank-of-new-york-mellon

Employer Address 1

BNY MELLON CENTER

Employer Address 2

500 GRANT STREET

Employer City

PITTSBURGH

Employer City Slug

pittsburgh

Employer State

PENNSYLVANIA

Employer State Slug

pennsylvania

Employer Country

UNITED STATES OF AMERICA

Employer Postal Code

15258

Employer Phone

973-360-2770

Employer Number of Employees

52000

Employer Year Commenced Business

1784

NAICS Code

523110

FW Ownership Interest

N

Employer Contact Name

Marianne Thomas

Employer Contact Address 1

BNY MELLON CENTER

Employer Contact Address 2

500 GRANT ST.

Employer Contact City

Pittsburgh

Employer Contact State/Province

PENNSYLVANIA

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

15258

Employer Contact Phone

9733602770

Employer Contact Email

mthomas@pershing.com

Agent Attorney Name

Isha Atassi

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

nicole.liew@fragomen.com

PW Track Number

P10019197021828

PW SOC Code

13-2099

PW SOC Title

Risk Management Specialist

PW Skill Level

Level II

PW Wage

73861.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2019-11-08

PW Expiration Date

2020-06-30

Wage Offer From

135000.00

Wage Offer To

0.00

Average Salary

135000.00

Wage Unit of Pay

Year

Worksite Address 1

240 Greenwich Street

Worksite Address 2

Worksite City

New York

Worksite City Slug

new-york

Worksite State

NEW YORK

Worksite Postal Code

10286

Job Title

Senior Specialist, Model Risk

Job Title Slug

senior-specialist-model-risk

Minimum Education

Master's

Major Field of Study

Financial Mathematics, Economics, Statistics, or a related field

Required Training

N

Required Experience

Y

Required Experience Months

24

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

24

Accept Alternative Job Title

Junior Quantitative Risk Analyst or related

Job Opportunity Requirements Normal

N

Foreign Language Required

N

Specific Skills

Masters degree or foreign equivalent in Financial Mathematics, Economics, Statistics, or a related field and two 2 years of experience in the job offered or related occupation utilizing programming languages, including C#, C, MATLAB, R, Python, SQL, and VBA to price models of financial instruments; working with financial modeling techniques, including pricing models of financial instruments valueatrisk type of models, interest rate models, risk quantification and forecast models, and algorithm trading models; applying Monte Carlo simulations, filtered historical simulations, finite differencing, and stochastic calculus to execute enterprise standards for model valuation and identify model risk; utilizing data summary and visualization, hypothesis testing, estimation, regressions, time series analysis, machine learning, and extreme value theory to implement model valuation and model risk management of market risk; and working with optimization and matrix analysis to perform quantitative modeling.

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

2020-03-10

SWA Job Order End Date

2020-04-14

Sunday Edition Newspaper

Y

First Newspaper Name

The New York Times

First Advertisement Start Date

2020-04-26

Second Newspaper Ad Name

The New York Times

Second Advertisement Type

Newspaper

Second Ad Start Date

2020-05-03

Employer Website From Date

2020-03-05

Employer Website To Date

2020-08-28

Professional Organization Ad From Date

2021-01-01 09:09:59

Professional Organization Advertisement To Date

2021-01-01 09:09:59

Job Search Website From Date

2020-04-27

Job Search Website To Date

2020-05-12

Employee Referral Program From Date

2021-01-01 09:09:59

Employee Referral Program To Date

2021-01-01 09:09:59

Local Ethnic Paper From Date

2020-05-01

Local Ethnic Paper To Date

2020-05-01

Radio/TV Ad From Date

2021-01-01 09:09:59

Radio/TV Ad To Date

2021-01-01 09:09:59

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 MATHEMATICS

Foreign Worker Years of Education Completed

2013

Foreign Worker Institution of Education

THE UNIVERSITY OF CHICAGO

Foreign Worker Education Institution Address 1

5801 S ELLIS AVENUE

Foreign Worker Education Institution Address 2

Foreign Worker Education Institution City

CHICAGO

Foreign Worker Education Institution State/Province

IL

Foreign Worker Education Institution Country

UNITED STATES OF AMERICA

Foreign Worker Education Institution Postal Code

60637

Foreign Worker Experience with Employer

N

Foreign Worker Employer Pays for Education

N

Foreign Worker Currently Employed

Y

Employer Completed Application

N

Preparer Name

Isha Atassi

Preparer Title

Partner

Preparer Email

nicole.liew@fragomen.com

Employer Information Declaration Name

Marianne Thomas

Employer Information Declaration Title

Vice President, Human Resources