Fiscal Year

2021

Case Number

A-21015-42471

Case Status

Certified

Received Date

2021-02-01

Decision Date

2021-07-26

Refile

N

Original File Date

2021-01-01 09:53:21

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

HSBC BANK USA, N.A.

Employer Name Slug

hsbc-bank-usa-na

Employer Address 1

95 WASHINGTON STREET

Employer Address 2

ATRIUM 1NW

Employer City

BUFFALO

Employer City Slug

buffalo

Employer State

NEW YORK

Employer State Slug

new-york

Employer Country

UNITED STATES OF AMERICA

Employer Postal Code

14203

Employer Phone

(716) 841-7508

Employer Number of Employees

11000

Employer Year Commenced Business

1865

NAICS Code

522110

FW Ownership Interest

N

Employer Contact Name

Pamela / Blanca Taylor / Utarid

Employer Contact Address 1

95 Washington Street

Employer Contact Address 2

Atrium 1NW

Employer Contact City

BUFFALO

Employer Contact State/Province

NEW YORK

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

14203

Employer Contact Phone

(716) 841-7508

Employer Contact Email

immigration@us.hsbc.com

Agent Attorney Name

Marc I Walsh

Agent Attorney Firm Name

EY Law LLP

Agent Attorney Phone

416 943 7116

Agent Attorney Address 1

100 Adelaide Street West

Agent Attorney Address 2

Floor 34

Agent Attorney City

Toronto

Agent Attorney State/Province

Ontario

Agent Attorney Country

CANADA

Agent Attorney Postal Code

M5H 0B3

Agent Attorney Email

hsbc.us.immnotices@ca.ey.com

PW Track Number

P10020076408719

PW SOC Code

13-2099

PW SOC Title

Financial Quantitative Analysts

PW Skill Level

Level I

PW Wage

57658.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2020-06-08

PW Expiration Date

2020-09-06

Wage Offer From

160006.01

Wage Offer To

0.00

Average Salary

160006.01

Wage Unit of Pay

Year

Worksite Address 1

1421 W. Shure Drive

Worksite Address 2

Worksite City

Arlington Heights

Worksite City Slug

arlington-heights

Worksite State

ILLINOIS

Worksite Postal Code

60004

Job Title

VP Senior Quantitative Analyst

Job Title Slug

vp-senior-quantitative-analyst

Minimum Education

Master's

Major Field of Study

Mathematics

Required Training

N

Required Experience

Y

Required Experience Months

48

Accept Alternative Field of Study

Y

Accept Alternative Major Field of Study

Physics, Engineering, Comp. Science or rel. quant. or computational field

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

48

Accept Alternative Job Title

Any in which required experience was gained

Job Opportunity Requirements Normal

Y

Foreign Language Required

N

Specific Skills

Must have a Masters degree in Math, Physics, Engineering, Computer Science or a related quantitative or computational field, and 4 years of modeling or model review work experience.br br Qualifying experience must includebr br Mathematical finance, derivative pricing, and numerical techniques for derivative valuation including Monte Carlo methods and PDE solversbr Common derivative models including multifactor HullWhite, BGMLMM, Hazard rate, Copula, correlation models and Local volatilityStochastic local volatilitybr Building yield and credit curves and familiar with market conventions for Fixed income, Credit, FX and Equity products.br At least 2 of Bloomberg and vendor systems Polypaths, Murex or Calypso.br Programming skills including at least one Objectoriented programming C or Java, and one data analysis language Python, R or Matlab.br Machine learning and data mining applications in financial modelling.br Data mining and data analysis and familiar with one of the cloud computing platform GCP, AWS, or similar.br Model development or validation projects, including coaching and supervising junior offshore team members.br Back testing, stress testing, statistical tests, benchmark analysis, sensitivity analysis and scenario analysis.

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

2020-08-26

SWA Job Order End Date

2020-09-30

Sunday Edition Newspaper

Y

First Newspaper Name

Chicago Tribune

First Advertisement Start Date

2020-08-30

Second Newspaper Ad Name

Chicago Tribune

Second Advertisement Type

Newspaper

Second Ad Start Date

2020-09-06

Employer Website From Date

2020-08-18

Employer Website To Date

2020-09-01

Professional Organization Ad From Date

2021-01-01 09:53:21

Professional Organization Advertisement To Date

2021-01-01 09:53:21

Job Search Website From Date

2020-08-26

Job Search Website To Date

2020-09-09

Employee Referral Program From Date

2021-01-01 09:53:21

Employee Referral Program To Date

2021-01-01 09:53:21

Local Ethnic Paper From Date

2020-08-28

Local Ethnic Paper To Date

2020-08-28

Radio/TV Ad From Date

2021-01-01 09:53:21

Radio/TV Ad To Date

2021-01-01 09:53:21

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

2014

Foreign Worker Institution of Education

THE UNIVERSITY OF CHICAGO

Foreign Worker Education Institution Address 1

5801 S ELLIS AVE.

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

Marc I Walsh

Preparer Title

Attorney

Preparer Email

Marc.Walsh@ca.ey.com

Employer Information Declaration Name

Pamela Blanca Taylor Utarid

Employer Information Declaration Title

Relationship Manager, Global Mobility