Options derivatives hedging strategy

Hi, I am looking to hire someone to design a specific options strategy to hedge an existing equity index position against further losses.
To be more specific, let’s say I own a structured note tied to the inverse performance of the S&P500. When the note was purchased, it called for a fixed payment of 20% income so long as the S&P index level was 4100 or lower. Additionally, the note provided for 15% barrier protection should the index go up rather than down (i.e. protection up to an S&P index level of 4,715. In summary, if the index level is 4100 or lower at expiration of the note, I get 20% income plus 100% of my principal back. If the index level is 4101 to 4,715 I get 100% of my principal back. If the index is 4,716 or higher at expiration I lose my principal up to the % difference of the index level less 4,100 (i.e. if the index is up 18%, I lose 18%).
At this juncture, the S&P is at 4460. The note expires August 22. Given the above scenario, I would like to put in place a two-fold strategy as follows:
1) Try and earn some income if the index remains between 4,100 and 4,700 by August 22.
2) Hedge against losses if the index goes above 4,700 by August 22.
Please let me know if this is a project you are interested in.
Thanks.