OPT VP Sales Jobs
VP Sales roles on OPT are rare but they exist, particularly at startups and growth-stage companies that prioritize outcomes over visa complexity. Your OPT window gives you 12 months of full-time work authorization, with a 24-month STEM extension if your degree qualifies.
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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 33+ OPT VP Sales Jobs
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Get Access To All JobsTips for Finding OPT Sponsorship in VP Sales
Target growth-stage startups first
Series A and B companies often care more about revenue impact than visa logistics. A VP Sales candidate with a proven pipeline track record can make sponsorship a straightforward business decision rather than a bureaucratic obstacle.
Lead with your revenue numbers
Before OPT ever comes up, establish your value with specific metrics: quota attainment, team size managed, and ARR growth you've driven. Concrete numbers shift the conversation from your visa status to your business case.
Understand which visa comes next
VP Sales roles can support H-1B, O-1A, or E-3 visa petitions depending on your background. O-1A is increasingly common for senior sales leaders with documented industry recognition. Knowing your options makes you a more confident candidate in sponsorship conversations.
Address sponsorship directly with decision-makers
Raise your OPT status with the hiring manager or founder, not HR. Senior leaders can authorize sponsorship on the spot. HR often defaults to no when they haven't done it before, so bypass that layer when possible.
Use your STEM OPT extension strategically
If your undergraduate or graduate degree is in a STEM field, you may qualify for a 24-month extension. This gives employers nearly three years of work authorization, which covers one full H-1B cap cycle and significantly reduces their perceived risk.
VP Sales OPT: Frequently Asked Questions
Can F-1 OPT students legally work as a VP Sales in the United States?
Yes. OPT authorizes full-time employment in any role directly related to your degree field. A VP Sales position typically requires a business, marketing, or management degree, which satisfies the relatedness requirement. Your EAD card is the only work authorization document your employer needs during your OPT period.
Do VP Sales employers commonly sponsor visas for OPT candidates?
Sponsorship at the VP level is more common than at entry-level because the business case is easier to justify. Companies sponsoring a revenue leader are investing in someone managing multi-million dollar pipelines, not just filling a seat. Startups and PE-backed companies tend to move faster on sponsorship decisions than large enterprises. Migrate Mate lists VP Sales roles filtered by sponsorship willingness so you can focus your search efficiently.
Does a VP Sales role qualify as a specialty occupation for H-1B purposes?
It depends on how the role is scoped. VP Sales positions requiring a bachelor's degree in business, marketing, or a related field in a theoretical and practical application meet the specialty occupation standard. Generic sales management roles that accept any degree background are harder to support. The job description language matters significantly, and an immigration attorney can review the role before you accept an offer.
Can I work as a VP Sales on a STEM OPT extension?
Yes, if your degree is in a qualifying STEM field such as information systems, statistics, or operations research. The role must still be directly related to that field. Some VP Sales positions at technology companies, particularly those with a technical sales or solutions engineering component, can satisfy this relatedness standard. Your DSO can confirm whether your specific degree and job qualify.
What visa options exist after OPT expires for someone in a VP Sales role?
The most common paths are H-1B cap sponsorship, O-1A for candidates with documented professional recognition, and E-3 for Australian citizens. VP Sales leaders who have spoken at industry conferences, been quoted in trade publications, or won sales awards often have stronger O-1A profiles than they realize. Starting that documentation before OPT ends gives you more options when the time comes.