You can only have one active relationship between tables in PowerPivot. To use a non-active relationship, you can create a calculated measure that references it.
You would have a relationship from FactTable to DimPerson based on the job manager (make this the active relationship) and another relationship from FactTable to DimPerson based on the project director (inactive relationship).
Then you would create a two measures that look something like:
ValueByJobManager:= Sum(FactTable[Value])
ValueByProjectDirector:= Calculate(Sum(FactTable[Value]),USERRELATIONSHIP(FactTable[ProjectDirectorKey],DimPerson[PersonKey]))
Here's a good blog post on the subject: http://www.leehbi.com/2012/03/new-features-in-powerpivot-v2/