OPT VP Of Product Jobs
VP of Product roles on OPT are attainable, but they require employers willing to sponsor after your initial work authorization period ends. Most hiring companies are Series B or later startups and established tech firms. Your 12-month OPT window, extendable to 36 months with STEM OPT, gives you real runway.
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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
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Get Access To All JobsTips for Finding OPT Sponsorship in VP Of Product
Target late-stage startups and public tech companies
Series B and beyond companies have the legal infrastructure and budget to sponsor H-1B visas. Early-stage startups often can't commit to the process. Focus your search on organizations with dedicated HR or legal teams handling immigration.
Apply for STEM OPT extension before your standard OPT expires
If your degree is in a STEM field, you qualify for a 24-month extension, giving you 36 months total. Apply at least 90 days before expiration. This significantly extends the window for an employer to file your H-1B sponsorship.
Address sponsorship directly in early conversations
VP-level hiring moves slowly, often spanning two to three months of interviews. Raise your OPT status with recruiters in the first call so neither side wastes time if the company has a hard no-sponsorship policy.
Demonstrate you can lead cross-functional teams immediately
VP of Product roles require managing engineering, design, and data teams from day one. Sponsoring employers want certainty the hire will perform. Concrete examples of shipped products and team growth reduce perceived hiring risk considerably.
Understand the H-1B cap timeline relative to your OPT end date
H-1B registration opens each March for an October 1 start. If your OPT expires before October 1 of the target year, you may need a cap-gap bridge. Map your OPT expiration against the H-1B cycle before accepting offers.
Leverage your product portfolio as a sponsorship justification
Employers assess sponsorship cost against candidate uniqueness. A documented portfolio showing revenue impact, user growth metrics, and cross-functional leadership makes the case that you're not easily replaceable, which is precisely the threshold companies weigh before committing to sponsorship.
VP Of Product OPT: Frequently Asked Questions
Can I work as a VP of Product on OPT without an employer sponsoring me immediately?
Yes. During your OPT period, you're authorized to work without employer-specific sponsorship as long as the role relates to your degree field. Product management typically aligns with degrees in computer science, engineering, information systems, or business. Your employer only needs to sponsor you when you seek a longer-term visa like the H-1B after OPT ends.
Does a VP of Product role qualify as a specialty occupation for H-1B purposes?
Generally yes, when the position requires a bachelor's degree or higher in a specific technical or business discipline. USCIS evaluates the job description, not just the title. A VP of Product role at a software company requiring a computer science or engineering background typically qualifies, but the employer's attorney will confirm based on the actual job duties and requirements.
How do I find VP of Product jobs where the employer is open to OPT and future sponsorship?
Migrate Mate is built specifically for this. The platform surfaces VP of Product roles from employers with documented sponsorship histories, so you're not guessing which companies are open to hiring international candidates on OPT. Filtering by sponsorship willingness saves significant time compared to applying broadly and discovering a hard no-sponsorship policy deep into the interview process.
What happens to my OPT authorization if the VP of Product role I accept is eliminated?
If you're laid off or your position is eliminated, your OPT remains valid but you're subject to a 90-day unemployment limit over the entire OPT period. You must find a new qualifying role within that window or your OPT status becomes invalid. STEM OPT holders must also report the job change to their DSO within 10 days of the employment change.
Is a VP of Product title a concern for OPT because it sounds like an executive or owner role?
OPT requires that your employment be consistent with your degree and that you're an employee, not a self-employed founder or sole owner. A VP of Product title at a company where you're a W-2 employee is not a problem. The restriction applies to self-employment arrangements, not to senior employee titles. Most VP of Product roles are standard salaried positions that fully qualify.