Fiscal Year

2021

Case Number

A-21005-38751

Case Status

Certified

Received Date

2021-03-05

Decision Date

2021-08-05

Refile

N

Original File Date

2021-01-01 09:56:22

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

FMR LLC

Employer Name Slug

fmr-llc

Employer Address 1

245 SUMMER STREET

Employer Address 2

Employer City

BOSTON

Employer City Slug

boston

Employer State

MASSACHUSETTS

Employer State Slug

massachusetts

Employer Country

UNITED STATES OF AMERICA

Employer Postal Code

2210

Employer Phone

617-563-6780

Employer Number of Employees

40000

Employer Year Commenced Business

1946

NAICS Code

523999

FW Ownership Interest

N

Employer Contact Name

Erin Garlock

Employer Contact Address 1

100 New Millennium Way

Employer Contact Address 2

Employer Contact City

Durham

Employer Contact State/Province

NORTH CAROLINA

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

27709

Employer Contact Phone

919-458-3184

Employer Contact Email

[email protected]

Agent Attorney Name

Russell B Swapp

Agent Attorney Firm Name

Seyfarth Shaw LLP

Agent Attorney Phone

(617) 946-4905

Agent Attorney Address 1

2 Seaport Lane Seaport East

Agent Attorney Address 2

Suite 300

Agent Attorney City

Boston

Agent Attorney State/Province

MASSACHUSETTS

Agent Attorney Country

UNITED STATES OF AMERICA

Agent Attorney Postal Code

2210

Agent Attorney Email

[email protected]

PW Track Number

P10020143596672

PW SOC Code

13-2051

PW SOC Title

Financial Analysts

PW Skill Level

Level II

PW Wage

76544.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2020-09-11

PW Expiration Date

2021-06-30

Wage Offer From

95000.00

Wage Offer To

164900.00

Average Salary

129950.00

Wage Unit of Pay

Year

Worksite Address 1

6501 South Fiddlers Green Circle

Worksite Address 2

Worksite City

Greenwood Village

Worksite City Slug

greenwood-village

Worksite State

COLORADO

Worksite Postal Code

80111

Job Title

Portfolio Engineer

Job Title Slug

portfolio-engineer

Minimum Education

Master's

Major Field of Study

Accounting, Business Administration, Economics, Finance

Required Training

N

Required Experience

N

Required Experience Months

Accept Alternative Field of Study

Y

Accept Alternative Major Field of Study

Financial Mathematics, Mathematics, or a closely related 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

12

Accept Alternative Job Title

Job offered or performing largescale, multiasset class investment CONTD IN H.14

Job Opportunity Requirements Normal

N

Foreign Language Required

N

Specific Skills

CONTD FROM H.10B portfolio management in taxable account registrations using automated processes.br br Education and Experiencebr br Masters degree or foreign education equivalent in Accounting, Business Administration, Economics, Finance, Financial Mathematics, Mathematics, or a closely related field and one 1 year of experience in the job offered or one 1 year of experience performing largescale, multiasset class investment portfolio management in taxable account registrations using automated processes.br br Skills and Knowledgebr br Candidate must also possessbr br Demonstrated Expertise DE developing Groovy based code to implement complex investment management logic trade benefits and quality; and performing code development and unit testing according to testdriven process, using Gitbucket, Eclipse, RShiny, Spotfire, and Tableau;br br DE performing quantitative investment research automated portfolio optimization back testing, using R environment with Northfield optimizer and principal component risk modeling, using Oracle or Snowflake database system;br br DE conducting Machine Learning ML research on portfolio construction topics to analyze the interrelation of risk measures tracking errors, factors, and asset classifications to assess their impact on optimizations and performance; and applying ML techniques Deep Neural Network, Random Forest, LASSO, and SVM within an R environment on Keras and Tensorflow platforms;br br DE managing taxsensitive, multiasset class portfolios; making buy and sell decisions for mutual funds, ETFs, stocks, and bonds based on client objectives, taxation, and stakeholder needs; performing tax loss harvesting and creating tax rate spread management strategies; and determining taxrisk tradeoffs according to mathematical frameworks, including CVaR and Expected Shortfall that quantify investment risks using client utility functions.

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

2020-10-09

SWA Job Order End Date

2020-11-13

Sunday Edition Newspaper

Y

First Newspaper Name

The Denver Post

First Advertisement Start Date

2020-10-25

Second Newspaper Ad Name

The Denver Post

Second Advertisement Type

Newspaper

Second Ad Start Date

2020-11-01

Employer Website From Date

2020-10-09

Employer Website To Date

2020-11-13

Professional Organization Ad From Date

2021-01-01 09:56:22

Professional Organization Advertisement To Date

2021-01-01 09:56:22

Job Search Website From Date

2020-10-09

Job Search Website To Date

2020-10-26

Employee Referral Program From Date

2020-10-09

Employee Referral Program To Date

2020-10-23

Local Ethnic Paper From Date

2021-01-01 09:56:22

Local Ethnic Paper To Date

2021-01-01 09:56:22

Radio/TV Ad From Date

2021-01-01 09:56:22

Radio/TV Ad To Date

2021-01-01 09:56:22

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

2017

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

Russell B Swapp

Preparer Title

Attorney

Preparer Email

[email protected]

Employer Information Declaration Name

Erin Garlock

Employer Information Declaration Title

Immigration Services Lead