Derivatives Portfolio Manager

Role OverviewThe 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 BringMust-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