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
#J-18808-Ljbffr