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Manager Index Analysis

Website Cboe Global Markets

Job Description
Manager Index Analysis

Location: Chicago (hybrid)

Position Summary:

US Team Lead with Cboe Global Indices (CGI).  The team currently researches, designs, and implements new index strategies on behalf of Cboe Global Indices and CGI’s clients.  This role manages the daily calculation and validation of CGI’s indices in the US, including client interaction, error handling, presenting to index committees, and evaluating and building validation tools.  This role is primarily focused on derivatives and will additionally provide exposure to equities and cryptocurrency.

Duties and Responsibilities:

Performs a combination of the following functions:

Manage and expand team of index analysts
Calculate CGI’s US suite of indices, covering options
Build and document index validation and quality assurance checks, currently focused on scripting in R
Participate in regular incident review and internal postmortem, suggesting and implementing process improvement
Help establish data validation programs to review inbound data
Help onboard new indices, including methodology evaluation for operational feasibility
Monitor changing market conditions, as well as market feedback to present potential methodology changes to the Index Administration Oversight Body (IAOB)
Participate in index committee meetings to set direction for index methodology, including suggesting and writing market consultations
Help establish quality assurance for new calculation types
Help establish index calculation standards to enable repeat application of calculation modules
Participate in client meetings to show robustness of CGI calculations,
Work collaboratively with other Cboe departments on new index and benchmark launches, leading the post-launch support function
Job Requirements

Education:

Bachelors degree Engineering, Mathematics, Computer Science or related field required.  Advanced degree preferred.

Experience:

Minimum of 5 years options, equity, financial indexing and/or financial markets experience in a related capacity.  Managerial experience (team of 2-6) preferred.

Knowledge, Skills and Abilities:

Strong quantitative and programming skills; experience in R, Python, and SQL with preference to R
Experience with written documentation of projects
Strong background in index mathematics: writing, reading methodology formulas
Ability to solve non-routine problems
Effective interpersonal and communication skills
Must be self-motivated and be able to work independently as well as part of a team
Strong focus on training and onboarding new employees
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