OPT VP Product Jobs
VP Product roles sit at the intersection of strategy, leadership, and execution, making them one of the more complex OPT placements to navigate. Most require a STEM-adjacent background in computer science, engineering, or data, and employers sponsoring at this level typically extend H-1B visa support once your OPT period concludes.
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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 31+ OPT VP Product Jobs
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Get Access To All JobsTips for Finding OPT Sponsorship in VP Product
Target companies with established OPT pipelines
Mid-stage and enterprise tech companies are far more likely to have HR processes built for OPT students. At the VP level, sponsorship decisions move fast when legal teams already know the paperwork.
Lead with your STEM degree credentials upfront
VP Product roles often qualify for STEM OPT extension when your degree is in computer science, engineering, or a related field. Make this clear in your resume summary so recruiters know your 36-month authorization window from the start.
Address OPT timing before the offer stage
At the VP level, compensation negotiations run long. Raise your OPT status and authorization end date early in the process so legal teams can confirm sponsorship feasibility before an offer is extended.
Quantify product outcomes, not just responsibilities
Executive hiring committees want revenue impact, user growth, and retention metrics. Concrete numbers signal you can own a P-and-L, which makes the sponsorship conversation easier when leadership is already sold on your value.
Prioritize companies that have filed H-1B petitions before
Prior H-1B visa filing history is a reliable proxy for sponsorship willingness. Companies that have done it before have internal processes in place, which means fewer delays when your OPT window starts closing.
Understand your CPT history before interviews
If you used 12 or more months of full-time CPT during your degree, you are ineligible for OPT. Know your CPT record before applying for VP roles so you can answer authorization questions accurately and avoid late-stage complications.
VP Product OPT: Frequently Asked Questions
Can F-1 OPT students work in VP Product roles?
Yes. F-1 OPT authorizes full-time employment in roles directly related to your field of study, and VP Product qualifies when your degree is in computer science, engineering, business, or a related discipline. The position must align with your major, so confirm that connection before applying. STEM OPT extension can extend your authorization to 36 months if your degree meets the criteria.
Do VP Product roles qualify for STEM OPT extension?
Many do, but it depends on your degree, not the job title. If you hold a STEM-designated degree, and your employer is enrolled in E-Verify, you can apply for a 24-month STEM OPT extension on top of your initial 12 months. Product roles tied to software, data, or engineering systems commonly satisfy the practical training requirement, but your DSO makes the final determination.
How do I find VP Product jobs that sponsor OPT students?
Migrate Mate is built specifically for this. It lists VP Product roles from employers who have demonstrated sponsorship history, so you are not sorting through hundreds of listings only to discover the company does not support international candidates. Filtering by OPT-friendly employers at the VP level saves significant time during a period when your authorization clock is running.
Will employers hesitate to hire a VP Product candidate on OPT?
Some will, particularly smaller companies without in-house immigration counsel. However, established tech companies and growth-stage startups with experienced HR teams regularly hire VP-level talent on OPT, especially when STEM extension applies. The stronger your track record of shipping product and leading teams, the more likely a company is to treat sponsorship as a straightforward operational step rather than a risk.
What happens to my VP Product job if my OPT expires before H-1B approval?
If you file an H-1B petition before your OPT expires and receive a timely filing receipt, cap-gap protection automatically extends your work authorization through September 30 of that year. This means you can continue in your VP Product role without a gap. Your employer's immigration attorney should initiate the H-1B process well before your OPT end date to ensure the petition is filed on time.