Need multiple save files

there needs to be an easier way to have multiple save files. Whenever I join a multiplayer game, I lose unfinished missions and cannot pick them back up. I had to copy my file so I can play multiplayer. I just have to change the names back and forth so I can have one for playing with friends and one to complete my missions on. It’s a pain and would be easier if you could just let different characters have different save files so that I could just switch characters.