Fiscal Year

2022

Case Number

A-21243-38098

Case Status

Certified-Expired

Received Date

2021-09-13

Decision Date

2022-03-09

Refile

N

Original File Date

2022-01-01 11:03:36

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

Brevan Howard US Investment Management LP

Employer Name Slug

brevan-howard-us-investment-management-lp

Employer Address 1

590 Madison Ave. 9th Floor

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

10022

Employer Phone

2126027800

Employer Number of Employees

52

Employer Year Commenced Business

2012

NAICS Code

523920

FW Ownership Interest

N

Employer Contact Name

Sabrina Worthy

Employer Contact Address 1

590 Madison Ave. 9th Floor

Employer Contact Address 2

Employer Contact City

New York

Employer Contact State/Province

NEW YORK

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

10022

Employer Contact Phone

2126027800

Employer Contact Email

sabrina.worthy@brevanhoward.com

Agent Attorney Name

Martha J Schoonover

Agent Attorney Firm Name

Greenberg Traurig LLP

Agent Attorney Phone

7037491374

Agent Attorney Address 1

1750 Tysons Boulevard

Agent Attorney Address 2

Suite 1000

Agent Attorney City

McLean

Agent Attorney State/Province

VIRGINIA

Agent Attorney Country

UNITED STATES OF AMERICA

Agent Attorney Postal Code

22102

Agent Attorney Email

schoonoverm@gtlaw.com

PW Track Number

P10021075151906

PW SOC Code

13-2051

PW SOC Title

Financial Analysts

PW Skill Level

Level III

PW Wage

130021.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2021-08-16

PW Expiration Date

2022-06-30

Wage Offer From

175000.00

Wage Offer To

0.00

Average Salary

175000.00

Wage Unit of Pay

Year

Worksite Address 1

590 Madison Ave

Worksite Address 2

9th Floor

Worksite City

New York

Worksite City Slug

new-york

Worksite State

NEW YORK

Worksite Postal Code

10022

Job Title

Trade Analyst

Job Title Slug

trade-analyst

Minimum Education

Master's

Major Field of Study

Financial Eng'g, Financial Mathematics, Analytical Finance, or closely related finance field

Required Training

N

Required Experience

N

Required Experience Months

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

36

Accept Alternative Job Title

alternative investment management industry experience

Job Opportunity Requirements Normal

Y

Foreign Language Required

N

Specific Skills

Must have a Masters Degree, or foreign equivalent, in Financial Engineering, Financial Mathematics, or Analytical Finance, or a closely related finance field. Must have 3 years of alternative investment management industry experience. The 3 years of experience must include experience with working in a hedge fund marketfacing role; conducting interest rate derivatives research, trade structuring and execution; portfolio management, quantitative analysis and valuation with a variety of derivatives products including listed bond futures, bond futures options, OTC interest rate swaps, swaptions and exotic rate options products including midcurve swaptions, forward volatility agreements, yield curve options, and Bermudan swaptions, all across multiple developed markets USD, EUR, and JPY at a minimum; utilizing programming languages including VBA, SQL, MATLAB and Python to conduct quantitative analysis including statistical analysis and time series analysis; building and maintaining stochastic volatility models and derivatives valuation analytics including BlackScholesMerton model, HeathJarrowMorton model, and SABR volatility model; performing market simulations, scenarios and risk analysis, and strategy back tests including investment structures and strategies to trade bond futures, interest rate swaps, swaptions, midcurve swaptions, yield curve options, and Bermudan swaptions; and designing and backtesting systematic trading strategies in the implied volatility and skew surface of interest rate options.

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

2021-06-11

SWA Job Order End Date

2021-07-11

Sunday Edition Newspaper

Y

First Newspaper Name

New York Times

First Advertisement Start Date

2021-06-27

Second Newspaper Ad Name

New York Times

Second Advertisement Type

Newspaper

Second Ad Start Date

2021-07-11

Employer Website From Date

2022-01-01 11:03:36

Employer Website To Date

2022-01-01 11:03:36

Professional Organization Ad From Date

2022-01-01 11:03:36

Professional Organization Advertisement To Date

2022-01-01 11:03:36

Job Search Website From Date

2021-06-24

Job Search Website To Date

2021-07-08

Employee Referral Program From Date

2022-01-01 11:03:36

Employee Referral Program To Date

2022-01-01 11:03:36

Local Ethnic Paper From Date

2021-07-14

Local Ethnic Paper To Date

2021-07-14

Radio/TV Ad From Date

2021-06-30

Radio/TV Ad To Date

2021-06-30

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

ANALYTICAL FINANCE

Foreign Worker Years of Education Completed

2015

Foreign Worker Institution of Education

LEHIGH UNIVERSITY

Foreign Worker Education Institution Address 1

7 MEMORIAL DRIVE W.

Foreign Worker Education Institution Address 2

Foreign Worker Education Institution City

BETHLEHEM

Foreign Worker Education Institution State/Province

PA

Foreign Worker Education Institution Country

UNITED STATES OF AMERICA

Foreign Worker Education Institution Postal Code

18015

Foreign Worker Experience with Employer

N

Foreign Worker Employer Pays for Education

N

Foreign Worker Currently Employed

Y

Employer Completed Application

N

Preparer Name

Martha J Schoonover

Preparer Title

Attorney

Preparer Email

schoonoverm@gtlaw.com

Employer Information Declaration Name

Sabrina Worthy

Employer Information Declaration Title

Employment Counsel, HR Manager