Fiscal Year

2021

Case Number

A-20246-95281

Case Status

Certified

Received Date

2020-11-30

Decision Date

2021-05-24

Refile

N

Original File Date

2021-01-01 09:27:07

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

MORGAN STANLEY SERVICES GROUP INC

Employer Name Slug

morgan-stanley-services-group-inc

Employer Address 1

1585 BROADWAY

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

10036

Employer Phone

212-761-4000

Employer Number of Employees

61743

Employer Year Commenced Business

1935

NAICS Code

523110

FW Ownership Interest

N

Employer Contact Name

Joanna Lau

Employer Contact Address 1

1585 Broadway

Employer Contact Address 2

18th Floor

Employer Contact City

New York

Employer Contact State/Province

NEW YORK

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

10036

Employer Contact Phone

212-761-9436

Employer Contact Email

Joanna.lau@morganstanley.com

Agent Attorney Name

Katherine C MacIlwaine

Agent Attorney Firm Name

Ogletree Deakins

Agent Attorney Phone

(212) 492-2500

Agent Attorney Address 1

P.O. Box 31608

Agent Attorney Address 2

Agent Attorney City

Raleigh

Agent Attorney State/Province

NORTH CAROLINA

Agent Attorney Country

UNITED STATES OF AMERICA

Agent Attorney Postal Code

27622

Agent Attorney Email

katherine.macilwaine@ogletreedeakins.com

PW Track Number

P10019308124599

PW SOC Code

13-2051

PW SOC Title

Financial Analysts

PW Skill Level

Level IV

PW Wage

170019.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2020-02-28

PW Expiration Date

2020-06-30

Wage Offer From

185000.00

Wage Offer To

0.00

Average Salary

185000.00

Wage Unit of Pay

Year

Worksite Address 1

1585 Broadway

Worksite Address 2

Worksite City

New York

Worksite City Slug

new-york

Worksite State

NEW YORK

Worksite Postal Code

10036

Job Title

Vice President, Market Risk

Job Title Slug

vice-president-market-risk

Minimum Education

Master's

Major Field of Study

Financial Engineering

Required Training

N

Required Experience

Y

Required Experience Months

60

Accept Alternative Field of Study

Y

Accept Alternative Major Field of Study

Quantitative Finance, or related quantitative 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

60

Accept Alternative Job Title

Market Risk ManagerAnalyst, or related occupation in the financial services field

Job Opportunity Requirements Normal

Y

Foreign Language Required

N

Specific Skills

Requires five 5 years of experience with risk management and financial engineering techniques on derivatives and cash products in fixed income products; historical simulations, regression analysis and data aggregation; stress calculation, scenario design, portfolio analytics and stress framework design; presenting financial performance, risks and strategic recommendations to senior management; analyzing large sets of market and trade data using databases; hedge effectiveness analysis; ValueatRisk VaR, Stressed VaR; Portfolio greeks and risks including higher order and tail risks, prepayment and home price sensitivity, interest rate and credit spread sensitivity, convexity and basis risks; VBA and R programming languages; Microsoft Office; and Limit monitoring.br br Requires three 3 years of experience with Agency and NonAgency Securitized products; Prepayment Model and Loan Transition Model; monitoring key performance indicators for financial risks including ROE and RORWA; Basel, DoddFrank regulation and Volcker Rule; CCAR and stress testing; and Optimization models, regression analysis and data analysis; and Bloomberg.

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

2020-06-08

SWA Job Order End Date

2020-07-10

Sunday Edition Newspaper

Y

First Newspaper Name

The New York Times

First Advertisement Start Date

2020-07-12

Second Newspaper Ad Name

The New York Times

Second Advertisement Type

Newspaper

Second Ad Start Date

2020-07-19

Employer Website From Date

2020-06-07

Employer Website To Date

2020-07-20

Professional Organization Ad From Date

2021-01-01 09:27:07

Professional Organization Advertisement To Date

2021-01-01 09:27:07

Job Search Website From Date

2021-01-01 09:27:07

Job Search Website To Date

2021-01-01 09:27:07

Employee Referral Program From Date

2020-06-08

Employee Referral Program To Date

2020-06-23

Local Ethnic Paper From Date

2020-07-15

Local Ethnic Paper To Date

2020-07-15

Radio/TV Ad From Date

2021-01-01 09:27:07

Radio/TV Ad To Date

2021-01-01 09:27:07

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

2011

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

Katherine C MacIlwaine

Preparer Title

Of Counsel

Preparer Email

katherine.macilwaine@ogletreedeakins.com

Employer Information Declaration Name

Joanna Lau

Employer Information Declaration Title

Principal Resource Specialist