Outlook / Iphone selection of contacts

Good Afternoon

I am presently using my Iphone 6 where I have my email from work coming in true a exchange server, the problem I have is that when I enter a new contact via my phone it shows up in my contact in outlook.

Being a old BB user we had the possibility to choose as foolows

BB to Outlook ( in/out )

Outlook to BB ( in/out )

Outlook to BB only

BB to Outlook Only

what I am trying to say is that I don't want my personal contacts that I enter true my phone to appear on my outlook but what ever contact I add true outlook I want them on my phone

does the Iphone have this function ?

thank you for the help