Fiscal Year

2022

Case Number

A-21319-73106

Case Status

Certified

Received Date

2021-12-06

Decision Date

2022-07-05

Refile

N

Original File Date

2022-01-01 11:41:47

Previous SWA Case Number State

Schedule A Sheepherder

N

Employer Name

MOORE CAPITAL MANAGEMENT, LLC

Employer Name Slug

moore-capital-management-llc

Employer Address 1

11 TIMES SQUARE

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

2127826075

Employer Number of Employees

233

Employer Year Commenced Business

1989

NAICS Code

523920

FW Ownership Interest

N

Employer Contact Name

Donna Marcus

Employer Contact Address 1

11 Times Square

Employer Contact Address 2

38th Floor

Employer Contact City

New York

Employer Contact State/Province

NEW YORK 10036

Employer Contact Country

UNITED STATES OF AMERICA

Employer Contact Postal Code

10036

Employer Contact Phone

2127827505

Employer Contact Email

Donna.Marcus@moorecap.com

Agent Attorney Name

Poonam Gupta

Agent Attorney Firm Name

Berry Appleman Leiden LLP

Agent Attorney Phone

(469) 290-9325

Agent Attorney Address 1

11 Times Square

Agent Attorney Address 2

Flr. 11

Agent Attorney City

New York

Agent Attorney State/Province

NEW YORK

Agent Attorney Country

UNITED STATES OF AMERICA

Agent Attorney Postal Code

10036

Agent Attorney Email

poonam.gupta@BAL.com

PW Track Number

P10021071141167

PW SOC Code

13-2099

PW SOC Title

Financial Quantitative Analysts

PW Skill Level

Level I

PW Wage

70845.00

PW Unit of Pay

Year

PW Wage Source

OES

PW Determination Date

2021-09-27

PW Expiration Date

2022-06-30

Wage Offer From

160000.00

Wage Offer To

175000.00

Average Salary

167500.00

Wage Unit of Pay

Year

Worksite Address 1

11 Times Square

Worksite Address 2

Worksite City

New York

Worksite City Slug

new-york

Worksite State

NEW YORK

Worksite Postal Code

10036

Job Title

Pricing Analyst

Job Title Slug

pricing-analyst

Minimum Education

Master's

Major Field of Study

See H.14

Required Training

N

Required Experience

Y

Required Experience Months

36

Accept Alternative Field of Study

N

Accept Alternative Major Field of Study

Accept Alternative Combination

Y

Accept Alternative Combination Education

Bachelor's

Accept Alternative Combination Education Years

5

Accept Foreign Education

Y

Accept Alternative Occupation

Y

Accept Alternative Occupation Months

36

Accept Alternative Job Title

See H.14

Job Opportunity Requirements Normal

Y

Foreign Language Required

N

Specific Skills

Minimum Requirements Masters degree or the foreign equivalent in Finance, Mathematics, or related discipline, and 36 months in the job offered, or as an Associate, Senior Quantitative Risk Analyst, Actuarial Analyst or related position.br br Alternate Requirements Bachelors degree or the foreign equivalent in Finance, Mathematics, or related discipline, and 60 months in the job offered, or as an Associate, Senior Quantitative Risk Analyst, Actuarial Analyst or related position.br br Special Skills Three 3 years of experience performing economic scenario generation, derivative pricing, and quantitative risk assessments across complex derivative instruments in the Forex, Fixed Income, and Equity markets, and involving three years of experience in all of the followingbr a Using risk neutral scenario in C#, including bulk data processing, yield curve construction, model calibration, and pricing validation, taking into account movements in the yield curve and volatility;br b Researching volatility cube, and yield curve fitting techniques under negative interest rate environment;br c Designing and implementing model calibration methodologies by constructing volatility surface and cube with SABR model and Super Derivative volatility data, applying tenor weights on long dated swaptions; andbr d Testing crossasset derivatives with EQ, FX, IR pricing models including Heston, LSV, HW1F, HW2F, and LMM, validating related methodologies including Monte Carlo simulation, PDE, and numerical solutions, and analyzing risk metrics including Var, Cvar, and ESG models.br Experience may be concurrent.

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

2021-09-22

SWA Job Order End Date

2021-10-26

Sunday Edition Newspaper

Y

First Newspaper Name

New York Times

First Advertisement Start Date

2021-09-26

Second Newspaper Ad Name

New York Times

Second Advertisement Type

Newspaper

Second Ad Start Date

2021-10-03

Employer Website From Date

2022-01-01 11:41:47

Employer Website To Date

2022-01-01 11:41:47

Professional Organization Ad From Date

2022-01-01 11:41:47

Professional Organization Advertisement To Date

2022-01-01 11:41:47

Job Search Website From Date

2022-01-01 11:41:47

Job Search Website To Date

2022-01-01 11:41:47

Employee Referral Program From Date

2021-10-11

Employee Referral Program To Date

2021-10-26

Local Ethnic Paper From Date

2021-09-29

Local Ethnic Paper To Date

2021-09-29

Radio/TV Ad From Date

2021-09-28

Radio/TV Ad To Date

2021-09-29

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

MATHEMATICS

Foreign Worker Years of Education Completed

2015

Foreign Worker Institution of Education

RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY

Foreign Worker Education Institution Address 1

57 US HIGHWAY 1

Foreign Worker Education Institution Address 2

Foreign Worker Education Institution City

NEW BRUNSWICK

Foreign Worker Education Institution State/Province

NJ

Foreign Worker Education Institution Country

UNITED STATES OF AMERICA

Foreign Worker Education Institution Postal Code

8901

Foreign Worker Experience with Employer

N

Foreign Worker Employer Pays for Education

N

Foreign Worker Currently Employed

Y

Employer Completed Application

N

Preparer Name

Poonam Gupta

Preparer Title

Senior Counsel

Preparer Email

poonam.gupta@BAL.com

Employer Information Declaration Name

Donna Marcus

Employer Information Declaration Title

Chief Human Resources Officer