Derivatives Portfolio Manager

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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

Must‑Have

What You Bring

Nice‑to‑Have

$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.

Seniority level : Entry level

Employment type : Full‑time

Job function : Finance and Sales

Industries : Technology, Information and Internet

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