Derivatives Portfolio Manager

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.

- 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

- 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

- Familiarity with cross-asset derivatives or structured-product portfolios