OPT VP Business Development Jobs
VP Business Development jobs on OPT are available at startups, SaaS companies, and growth-stage firms willing to sponsor H-1B visa or provide cap-exempt pathways. Your 12-month standard OPT window, or 24-month STEM extension if your degree qualifies, shapes how aggressively you need to target sponsorship-ready employers from day one.
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Piper Sandler & Co, New York, NY seeks VP, Financial Quantitative Analysts – Derivatives
Develop and implement advanced quantitative modeling of derivatives-based hedging strategies within the Financial Strategies and Hedging desk, focusing on balance sheet risk management, portfolio optimization, and analytical infrastructure development. Apply mathematical or statistical techniques to address practical issues in finance, such as derivative valuation to include specifically providing derivatives pricing and valuation including swaps, caps/floors, swaptions and corridors. Utilize proprietary software platforms and market data from external providers such as Bloomberg Professional, ICE, S&P, and DerivativePath to price, value, and analyze derivative instruments used for hedging and risk management. Develop mathematical or statistical models for risk management, asset optimization, pricing, or relative value analysis to inform the ideal derivatives structure, notional amounts, and portfolio construction. Develop asset and liability optimization strategies, utilizing derivatives, to optimize portfolio yield and funding cost across varying interest rate environments and balance sheet compositions. Develop quantitative techniques to inform the impact of derivatives-based strategies including the use of swaps, caps, floors, corridors and swaptions, on balance sheet metrics such as economic value of equity (EVE), earnings-at-risk (EAR), net interest income (NII), net interest margin (NIM), earnings per share (EPS), and GAAP and regulatory capital ratios. Build comprehensive pro-forma financial projection and pro-forma models that integrate derivatives valuation, cash flow forecasting, mark-to-market valuation, hedge accounting treatments, projected interest rate movements, and balance sheet dynamics to quantify the post-hedge impact of initiations, restructuring, unwinding and repricing of derivatives on earnings, valuation and capital metrics. Implement advanced simulation techniques, conducting scenario analysis and stress testing including parallel shifts and custom yield scenarios to assess hedge strategy impact to balance sheet positioning. Develop analytical tools to address issues such as portfolio construction or optimization and performance measurement of derivative portfolios to identify restructuring and unwind scenarios to enhance portfolio income or valuation performance under changing market conditions. Perform prepayment risk modeling and analysis on loan and bond portfolios utilizing industry-standard prepayment models including ADCO, Bloomberg’s BMED and BAM, and custom prepayment assumptions, to quantify prepayment exposures under varying interest rate scenario and structure derivatives-based hedges for risk management. Interpret results of financial analysis and produce written summary reports of financial results under different interest rate risk shocks. Provide application or analytical support to traders on issues such as valuations or data including quantitative analysis of bond’s prepayment projections for structuring of bond transactions, and integration with derivatives solutions for risk management and improved investment performance. Maintain or modify all financial analytic models in use to reflect changing market dynamics, interest rate environments, and economic conditions, ensuring continued accuracy and relevance of derivatives strategy simulations and projections. Develop core analytical capabilities or model libraries, using programming languages such as VBA/Excel, Bloomberg Query Language (BQL) and data ingestion to extract and process historical and forward-looking market data and pricing of derivatives, interest rate curves, and volatility metrics. Collaborate with product development teams to research, model, validate, or implement quantitative structured solutions to enhance the computational efficiency of proprietary optimization and valuation models and to develop API integrations that ingest real-time pricing, valuation, and market data. Collaborate in the development or testing of new analytical software to ensure compliance with user requirements, specifications, or scope and reliability of derivatives pricing and valuation on risk metrics under varying market conditions.
Will travel 5% US to attend conferences and meet with clients.
BASIC QUALIFICATIONS
Requires Master’s (or foreign educ. equiv.) Degree in Business Administration, Finance, Economics, Accounting or related field and two (2) yrs. experience in Job Offered or related. Alternatively, will accept Bachelor’s (or foreign educ. equiv.) Degree in Business Administration, Finance, Economics, Accounting or related field and five (5) yrs. (post-degree, progressive) experience in Job Offered or related. Experience must have included:
- Providing derivatives pricing and valuation including swaps, caps/floors, swaptions and corridors
- Asset-liability management (ALM) analysis to quantify interest-rate risk and analyze EVE, EAR, NII, NIM, EPS sensitivity and GAAP/regulatory capital impacts
- Interest rate modeling & scenario analysis and stress testing including parallel/custom yield curve shifts and forward curves
- Fixed income products analytics including prepayment risk modeling of loan and bonds using ADCO, Bloomberg BMED/BAM, custom CPR/PSA assumptions, evaluation of duration, convexity and repricing risk under varying interest rate scenarios
- Perform derivatives risk modeling, financial projection & pro forma modeling including cash flow forecasting, mark-to-market valuation and pro-forma impact of structured derivatives strategies on balance sheets
- Portfolio construction & optimization including relative value analysis, notional sizing, restructuring/unwinding analysis and performance measurement
- Use of Programming & data skills including VBA/Excel, Bloomberg Query Language (BQL) and data ingestion
- Use of market data & platforms for extracting/processing data using Bloomberg Professional (Terminal), ICE, S&P and DerivativePath
- Providing model validation & development of optimization models and simulation tools for sensitivity analysis, including testing, developing enhancements, and coordinating with development teams.
COMPENSATION
- Salary: $125,000/yr.
Apply online at www.pipersandler.com
#LI-DNI
Job Description:
Piper Sandler & Co, New York, NY seeks VP, Financial Quantitative Analysts – Derivatives
Develop and implement advanced quantitative modeling of derivatives-based hedging strategies within the Financial Strategies and Hedging desk, focusing on balance sheet risk management, portfolio optimization, and analytical infrastructure development. Apply mathematical or statistical techniques to address practical issues in finance, such as derivative valuation to include specifically providing derivatives pricing and valuation including swaps, caps/floors, swaptions and corridors. Utilize proprietary software platforms and market data from external providers such as Bloomberg Professional, ICE, S&P, and DerivativePath to price, value, and analyze derivative instruments used for hedging and risk management. Develop mathematical or statistical models for risk management, asset optimization, pricing, or relative value analysis to inform the ideal derivatives structure, notional amounts, and portfolio construction. Develop asset and liability optimization strategies, utilizing derivatives, to optimize portfolio yield and funding cost across varying interest rate environments and balance sheet compositions. Develop quantitative techniques to inform the impact of derivatives-based strategies including the use of swaps, caps, floors, corridors and swaptions, on balance sheet metrics such as economic value of equity (EVE), earnings-at-risk (EAR), net interest income (NII), net interest margin (NIM), earnings per share (EPS), and GAAP and regulatory capital ratios. Build comprehensive pro-forma financial projection and pro-forma models that integrate derivatives valuation, cash flow forecasting, mark-to-market valuation, hedge accounting treatments, projected interest rate movements, and balance sheet dynamics to quantify the post-hedge impact of initiations, restructuring, unwinding and repricing of derivatives on earnings, valuation and capital metrics. Implement advanced simulation techniques, conducting scenario analysis and stress testing including parallel shifts and custom yield scenarios to assess hedge strategy impact to balance sheet positioning. Develop analytical tools to address issues such as portfolio construction or optimization and performance measurement of derivative portfolios to identify restructuring and unwind scenarios to enhance portfolio income or valuation performance under changing market conditions. Perform prepayment risk modeling and analysis on loan and bond portfolios utilizing industry-standard prepayment models including ADCO, Bloomberg’s BMED and BAM, and custom prepayment assumptions, to quantify prepayment exposures under varying interest rate scenario and structure derivatives-based hedges for risk management. Interpret results of financial analysis and produce written summary reports of financial results under different interest rate risk shocks. Provide application or analytical support to traders on issues such as valuations or data including quantitative analysis of bond’s prepayment projections for structuring of bond transactions, and integration with derivatives solutions for risk management and improved investment performance. Maintain or modify all financial analytic models in use to reflect changing market dynamics, interest rate environments, and economic conditions, ensuring continued accuracy and relevance of derivatives strategy simulations and projections. Develop core analytical capabilities or model libraries, using programming languages such as VBA/Excel, Bloomberg Query Language (BQL) and data ingestion to extract and process historical and forward-looking market data and pricing of derivatives, interest rate curves, and volatility metrics. Collaborate with product development teams to research, model, validate, or implement quantitative structured solutions to enhance the computational efficiency of proprietary optimization and valuation models and to develop API integrations that ingest real-time pricing, valuation, and market data. Collaborate in the development or testing of new analytical software to ensure compliance with user requirements, specifications, or scope and reliability of derivatives pricing and valuation on risk metrics under varying market conditions.
Will travel 5% US to attend conferences and meet with clients.
BASIC QUALIFICATIONS
Requires Master’s (or foreign educ. equiv.) Degree in Business Administration, Finance, Economics, Accounting or related field and two (2) yrs. experience in Job Offered or related. Alternatively, will accept Bachelor’s (or foreign educ. equiv.) Degree in Business Administration, Finance, Economics, Accounting or related field and five (5) yrs. (post-degree, progressive) experience in Job Offered or related. Experience must have included:
- Providing derivatives pricing and valuation including swaps, caps/floors, swaptions and corridors
- Asset-liability management (ALM) analysis to quantify interest-rate risk and analyze EVE, EAR, NII, NIM, EPS sensitivity and GAAP/regulatory capital impacts
- Interest rate modeling & scenario analysis and stress testing including parallel/custom yield curve shifts and forward curves
- Fixed income products analytics including prepayment risk modeling of loan and bonds using ADCO, Bloomberg BMED/BAM, custom CPR/PSA assumptions, evaluation of duration, convexity and repricing risk under varying interest rate scenarios
- Perform derivatives risk modeling, financial projection & pro forma modeling including cash flow forecasting, mark-to-market valuation and pro-forma impact of structured derivatives strategies on balance sheets
- Portfolio construction & optimization including relative value analysis, notional sizing, restructuring/unwinding analysis and performance measurement
- Use of Programming & data skills including VBA/Excel, Bloomberg Query Language (BQL) and data ingestion
- Use of market data & platforms for extracting/processing data using Bloomberg Professional (Terminal), ICE, S&P and DerivativePath
- Providing model validation & development of optimization models and simulation tools for sensitivity analysis, including testing, developing enhancements, and coordinating with development teams.
COMPENSATION
- Salary: $125,000/yr.
Apply online at www.pipersandler.com
#LI-DNI
See all 32+ OPT VP Business Development Jobs
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Get Access To All JobsTips for Finding OPT Sponsorship in VP Business Development
Target growth-stage companies, not just enterprise
Series B and Series C startups often hire VP-level BD leaders and move faster on sponsorship decisions than large corporations. Their urgency to close partnerships and expand revenue makes your timeline a secondary concern if your track record is strong.
Lead with revenue impact, not visa status
VPs of Business Development are hired to open markets and close deals. Quantify the partnerships you've sourced, the revenue you've influenced, and the channels you've built. Sponsorship conversations go smoother when employers see measurable commercial value before logistics.
Identify employers with H-1B filing history
Focus on companies that have sponsored H-1B visas before. Prior filings signal a legal infrastructure and internal willingness to support international hires, which significantly reduces the friction of raising sponsorship as a VP-level candidate.
Raise OPT status early in the process
At the VP level, hiring timelines can stretch two to three months. Disclose your OPT authorization and remaining window in the first substantive conversation, not after an offer. It protects your timeline and filters out employers who won't sponsor before you invest weeks in the process.
Apply for the STEM OPT extension before your deadline
If your undergraduate or graduate degree is in a STEM field, the 24-month extension gives employers significantly more runway before H-1B sponsorship is required. File at least 90 days before your OPT expiration to avoid any gap in work authorization.
Use your network to access unadvertised roles
Many VP Business Development positions are filled through warm introductions before they're posted publicly. Activate former colleagues, advisors, and industry contacts who can refer you directly to hiring decision-makers at companies open to international talent.
VP Business Development OPT: Frequently Asked Questions
Can I work as a VP of Business Development on OPT?
Yes, OPT authorizes full-time employment in any role directly related to your field of study. A VP Business Development position typically qualifies if your degree is in business, marketing, international relations, economics, or a related discipline. You'll need to ensure your EAD card is issued and valid before your start date, and your role must align with your degree on paper.
How much time do I have to find a VP Business Development role on OPT?
Standard post-completion OPT gives you 12 months of work authorization after graduation. If your degree is in a STEM field, you can apply for a 24-month extension, giving you up to 36 months total. At the VP level, hiring timelines are longer, so starting your search three to six months before graduation is strongly recommended. Migrate Mate filters job listings by OPT sponsorship willingness to help you focus your search.
Will employers sponsor H-1B for a VP Business Development role?
Many growth-stage and enterprise companies will sponsor H-1B for VP-level business development hires because the role is classified as a specialty occupation requiring a bachelor's degree in a specific field. Sponsorship willingness varies by company size and legal infrastructure. Companies that have previously sponsored H-1B visas are your strongest targets, as they already have established immigration counsel and internal processes in place.
Does a VP Business Development role qualify as a STEM OPT job?
It depends on your degree, not just the job title. If you hold a STEM degree, such as in data science, information systems, or engineering, and your VP Business Development role involves quantitative analysis, technology strategy, or data-driven decision-making, it may qualify. The job must appear on your employer's E-Verify enrollment and align with the STEM OPT employer reporting requirements. Confirm eligibility with your DSO before applying for the extension.
What happens if my OPT expires before my employer files for H-1B?
If your employer files a cap-subject H-1B petition by April 1 for the October 1 start date, and you have a valid STEM OPT extension in place, the cap-gap provision automatically extends your work authorization through September 30. Without a STEM extension, your protection under cap-gap is limited. Timing your job search and extension application carefully is critical to maintaining continuous work authorization through the H-1B transition.