OPT VP Engineering Jobs
VP Engineering roles are senior leadership positions that typically require significant U.S. work history, making OPT timing critical. Most hiring happens at Series B+ startups and established tech companies that routinely sponsor H-1B visas, giving OPT students a realistic path to long-term status.
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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 OPT VP Engineering Jobs
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Get Access To All JobsTips for Finding OPT Sponsorship in VP Engineering
Target companies with H-1B sponsorship history
VP Engineering hires almost always lead to H-1B sponsorship. Focus on Series B and beyond, where engineering orgs are established and immigration budgets exist. Companies that have sponsored before will sponsor again.
Make your OPT timeline explicit early
At VP level, hiring is slow and deliberate. Surface your OPT expiration date and STEM extension eligibility in the first conversation so both sides can plan realistically and avoid a late-stage surprise that derails the process.
Lead with scope, not visa status
Open with team size managed, systems owned, and engineering outcomes delivered. Sponsorship conversations land better when the hiring committee already sees you as the right leader, not as a candidate with a complication to solve.
Engage a personal immigration attorney
At this seniority level, you have negotiating leverage. Request that the company cover legal fees and use outside counsel. Having your own attorney review the H-1B petition protects your interests independently from the employer.
Use STEM OPT extension strategically
If your degree qualifies, the 24-month STEM extension gives you up to three years total on OPT. For VP searches that take six to twelve months, that runway can be the difference between a rushed offer and a deliberate one.
Network into the role, not just through job postings
Most VP Engineering roles are filled through referrals and executive networks before they post publicly. Warm introductions through CTOs and engineering leaders dramatically outperform cold applications at this level.
VP Engineering OPT: Frequently Asked Questions
Can F-1 OPT students work as VP of Engineering in the United States?
Yes. F-1 OPT authorization covers full-time employment in any role directly related to your field of study, including senior leadership positions like VP of Engineering. Your employment must fall within your OPT authorization period, and the role should align with your degree field, typically computer science, engineering, or a related discipline.
How do I find VP Engineering jobs that sponsor OPT students?
Migrate Mate curates VP Engineering roles at companies with documented sponsorship history, so you can filter specifically for OPT-friendly opportunities without sifting through postings from employers who won't sponsor. At the VP level, sponsorship willingness is heavily correlated with company stage and engineering org maturity, both of which Migrate Mate helps you identify quickly.
Does the 60-day grace period give me enough time to secure a VP Engineering offer?
Probably not on its own. VP Engineering searches routinely take three to six months from first conversation to signed offer. If your OPT expires or your employment ends, you have 60 days before you must leave the country or change status. Start your search well before your current role ends rather than relying on the grace period as a buffer.
Will companies sponsor a VP of Engineering for H-1B after hiring them on OPT?
Most technology companies that hire at VP level do sponsor for H-1B, and the H-1B lottery in April is the most common path. STEM OPT extensions buy additional time if needed. Companies making a VP-level investment have strong incentive to retain that person long term, which generally makes them motivated sponsors compared to junior-level hires.
What visa options exist for VP Engineering candidates who don't win the H-1B lottery?
If you don't win H-1B, a few paths remain viable. The O-1A visa covers individuals with extraordinary ability in their field and is increasingly used for senior engineering leaders with strong track records. EB-1 or EB-2 NIW immigrant visa petitions are another route. At VP level, your compensation history, team scope, and professional recognition make alternative visa arguments more credible than at junior levels.