Major Field of Study:Mathematics, Statistics, Financial Engineering, or a related quantitative field.
Required Training:N
Required Training Month:
Required Field of Training:
Required Experience :Y
Required Expreience Months :96
Accept Alternate Field of Study:N
Accept Alternate Major:
Alternate Combination of Education/ Experience:N
Required Alternate Level of Education :
Other Alternate Level of Education:
Acceptable Years of Experience:
Accept Foreign Educationa:Y
Acceptable Alternate Occupation:Y
Acceptable Alternate Occupation Month:96
Accept Alternate Job Title:Quantitative risk model development or a quantitative research function.
Normal Requirements of Job Opportunity:N
Required Foreign Language:N
Specific Skills:This role requires a Masters degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field, plus 8 years of professional experience in a quantitative risk model development or quantitative research function within an Investment Bank, Asset Management, orbr Commercial Bank. Must have 4 years of experience with counterparty risk modeling; Experience with the following financial products is also required Futures, Options, and Margin Products. Lastly, prior experience andor knowledge in the following is required experience utilizingbr different types of statistical and machine learning modelsmethodologies used in the financial industry such as multifactor models, time series models, Bayesian models, logisticlinear regression models, Probit model, random forest, and gradient boosting; Experience utilizing Python; Experience clearly communicating technical findingsissues to nontechnical audiences; Understanding of Monte Carlo Simulation and Brownian Motion in the financial industry setting as gained through prior experience; Experience with key counterpartymarket risk assessment metrics and how to model these metrics, including VaR, Volatility, Market Liquidity, Potentialbr Exposure, Probability of Default, Exposure at Default, and Loss Given Default. Telecommuting remote work is permitted.
Combination Occupation :N
Offered to Applied Foreign Worker:Y
ForeignWorker Live on Premises :N
Live in Domestic Service Worker:N
Employment Contract :
Professional Occupation :Y
College/ University Teacher:N
Competitive Process:
Basic Recruitment Process :
Teacher Select Date:
Teacher Publish Journal Name:
Additional Recruitment Information:
Job Oder Start Date:2022-09-20
Job Oder End Date:2022-10-20
Sunday Edition Newspaper:Y
First Newspaper Name:San Francisco Chronicle
First Advertisement Start Date:2022-10-09
Second Newspaper Name:San Francisco Chronicle
Second Advertisement Type:Newspaper
Second Ad Start Date:2022-10-16
Job Fair From Date:
Job Fair to Date:
On Campus Recruiting from Date:
On Campus Recruiting to Date:
Employer Website from Date:
Employer Website to Date:
Pro. Org. Ad from Date:2022-10-12
Pro.Org. Ad to Date:2022-10-26
Job Search Website from Date:2022-10-09
Job Search Website to Date:2022-10-18
Private Employment Firm from Date:
Pricate Employment Firm to Date:
Employee Referral Program from Date:
Employee Referral Program to Date:
Campus Placement from Date:
Campus Placement to Date:
Local Ethnic Newspaper from Date:2022-10-12
Local Ethnic Newspaper to Date:2022-10-12
Radio/TV Ad from Date:
Radio/TV Ad to Date:
Employer Received the Payment:N
Payment Details:
Bargaining Representative Notified:N/A
Posted Notice at Worksite:Y
Layoff in Past Six Months:N
US Worker Considered:
Country of Citizenship:CHINA
Foreign Worker Birth Country:CHINA
Class of Admission :H-1B
Employee Info
Foreign Worker Education:Doctorate
Foreign Worker Education Other:
Foreign Worker Major:OPERATIONS RESEARCH AND FINANCIAL ENGINEERING
Year of Compelted Education:2011
Foreign Worker Istitution of Eduation:PRINCETON UNIVERSITY
Foreign Worker Education Instution Address Line 1:36 UNIVERSITY PLACE
Foreign Worker Education Institution Address Line 2: