Fiscal Year

2021

Case Number

A-20357-35869

Case Status

Certified

Received Date

2021-01-06

Decision Date

2021-08-18

Refile

N

Original File Date

2021-01-01 10:02:07

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

JP MORGAN CHASE CO

Employer Name Slug

jp-morgan-chase-co

Employer Address 1

10 SOUTH DEARBORN STREET

Employer Address 2

IL10043

Employer City

CHICAGO

Employer City Slug

chicago

Employer State

ILLINOIS

Employer State Slug

illinois

Employer Country

UNITED STATES OF AMERICA

Employer Postal Code

60603

Employer Phone

312-732-2655

Employer Number of Employees

256981

Employer Year Commenced Business

1799

NAICS Code

551112

FW Ownership Interest

N

Employer Contact Name

Jennifer R Shapiro

Employer Contact Address 1

10 South Dearborn Street

Employer Contact Address 2

IL10043

Employer Contact City

Chicago

Employer Contact State/Province

ILLINOIS

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

60603

Employer Contact Phone

312-732-2655

Employer Contact Email

jennifer.r.shapiro@jpmchase.com

Agent Attorney Name

Tina H Ho

Agent Attorney Firm Name

Ogletree Deakins

Agent Attorney Phone

202 600 2592

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

tina.ho@ogletreedeakins.com

PW Track Number

P10020073404899

PW SOC Code

13-2051

PW SOC Title

Financial Analysts

PW Skill Level

Level III

PW Wage

137821.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2020-06-04

PW Expiration Date

2020-09-02

Wage Offer From

137821.00

Wage Offer To

0.00

Average Salary

137821.00

Wage Unit of Pay

Year

Worksite Address 1

237 Park Avenue

Worksite Address 2

Worksite City

New York

Worksite City Slug

new-york

Worksite State

NEW YORK

Worksite Postal Code

10017

Job Title

Model Review

Job Title Slug

model-review

Minimum Education

Master's

Major Field of Study

Quantitative and Computational Finance

Required Training

N

Required Experience

Y

Required Experience Months

36

Accept Alternative Field of Study

Y

Accept Alternative Major Field of Study

Mathematics or related 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

Quantitative Analyst or related occupation

Job Opportunity Requirements Normal

N

Foreign Language Required

N

Specific Skills

This position requires three 3 years of experience with the following writing technical review reports; assessing model risks and product exposures; documenting analysis methodologies and conclusions; probability theory; stochastic processes; partial differential equations; numerical analysis; optimization method; copula; Monte Carlo simulation; option pricing theory; statistics; regression analysis; and econometric analysis of time series. This position requires two 2 years of experience with the following CCAR model development; developing PD probability of default; LGD loss given default and prepayment models for loans; data cleaning; model selection; model performance analysis; and model development with linear and nonlinear regression, logistic regression ordinal and multinomial, survival analysis, time series model, maximum likelihood estimation, hypothesis testing, principal component analysis, and machine learning algorithm. This position requires one 1 year of experience with programming and development using Python, SAS, R, SQL, Matlab, and VBA. This position requires one 1 year of experience with pricing model and calculating risk sensitivities of loans, bonds, securitized products, credit derivatives and reporeverse repos.

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

2020-07-10

SWA Job Order End Date

2020-08-10

Sunday Edition Newspaper

Y

First Newspaper Name

The New York Times

First Advertisement Start Date

2020-11-08

Second Newspaper Ad Name

The New York Times

Second Advertisement Type

Newspaper

Second Ad Start Date

2020-11-15

Employer Website From Date

2020-11-05

Employer Website To Date

2020-11-20

Professional Organization Ad From Date

2021-01-01 10:02:07

Professional Organization Advertisement To Date

2021-01-01 10:02:07

Job Search Website From Date

2020-11-09

Job Search Website To Date

2020-11-16

Employee Referral Program From Date

2021-01-01 10:02:07

Employee Referral Program To Date

2021-01-01 10:02:07

Local Ethnic Paper From Date

2020-11-11

Local Ethnic Paper To Date

2020-11-11

Radio/TV Ad From Date

2021-01-01 10:02:07

Radio/TV Ad To Date

2021-01-01 10:02:07

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

QUANTITATIVE AND COMPUTATIONAL FINANCE

Foreign Worker Years of Education Completed

2014

Foreign Worker Institution of Education

GEORGIA INSTITUTE OF TECHNOLOGY

Foreign Worker Education Institution Address 1

631 CHERRY STREET, SAVANT BUILDING

Foreign Worker Education Institution Address 2

SUITE 211

Foreign Worker Education Institution City

ATLANTA

Foreign Worker Education Institution State/Province

GA

Foreign Worker Education Institution Country

UNITED STATES OF AMERICA

Foreign Worker Education Institution Postal Code

30332

Foreign Worker Experience with Employer

N

Foreign Worker Employer Pays for Education

N

Foreign Worker Currently Employed

Y

Employer Completed Application

N

Preparer Name

Tina H Ho

Preparer Title

Attorney

Preparer Email

tina.ho@ogletreedeakins.com

Employer Information Declaration Name

Jennifer R Shapiro

Employer Information Declaration Title

Attorney in FactExec. Dir., Asst. Gen. Counsel