Derivatives Portfolio Manager

Role Overview The

Derivatives Portfolio Manager

evaluates derivatives strategies, portfolio construction logic, hedging frameworks, and risk-adjusted performance. This role focuses on interpreting exposures, scenario outcomes, and multi-leg instrument behavior across asset classes.

What You’ll Do

Review portfolio exposures across options, futures, swaps, and structured products

Evaluate hedging logic and risk-mitigation effectiveness

Analyze P&L drivers, Greeks, and scenario-based sensitivities

Summarize performance attribution and highlight structural risks

Validate alignment between strategy goals and position-level behavior

Support recurring assessments of derivatives-driven portfolios

What You Bring Must‑Have:

Experience with derivatives trading, risk management, or portfolio management

Strong understanding of options pricing, Greeks, and multi‑leg structures

Ability to articulate complex derivatives behavior clearly

Nice‑to‑Have:

Familiarity with cross-asset derivatives or structured‑product portfolios

$40 - $80 an hour

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