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
We may use artificial intelligence (AI) tools to support parts of the hiring process, such as reviewing applications, analyzing resumes, or assessing responses. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed, please contact us.
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