Quantitative Analyst, Index Operations
Core
Support day-to-day maintenance, calculation, and distribution of Cboe US Derivatives and Equity-based Indices.
Role type
Senior IC quantitative analyst (index operations)
Builds
Real-time and end-of-day index calculations, data validation, and client support for US Index business
Domain
Financial markets / Derivatives / Equity indices
Deliverable
production ML models
Required skills
Index calculation methodologies, data administration, QA, incident management, R, Python, MS-Excel, mathematical modeling
Preferred skills
Derivatives experience, theoretical options pricing, complex modeling debugging
Responsibilities
Run daily replication and calculation models, perform periodic rebalances, validate index values and corporate actions, resolve operational issues with third parties, maintain SOPs, support client onboarding and queries, develop automation tolling
Seniority
Mid-level, hands-on IC