Manager, Index Operations
Core
Managing and expanding a team of index analysts to calculate, maintain, and validate US financial indices (options, equities, iNAVs/IOPVs) and support the Theoretical Options Pricing Service (TOPS).
Role type
Manager, Index Operations
Builds
US suite of financial indices and benchmark calculations for Cboe's branded and client-owned indices
Domain
Financial markets / Derivatives / Equities
Deliverable
production ML models | product features | dashboards & analysis | client delivery | infrastructure
Required skills
Index mathematics, Python, SQL, R, team management, process improvement, incident review, validation scripting, methodology evaluation
Preferred skills
Managerial experience (2-6 team), advanced degree, written documentation of projects
Technologies
Python, R, SQL
Responsibilities
Manage and expand team of index analysts in multiple offices; Calculate CGI's US suite of indices covering options and iNAVs/IOPVs; Support Theoretical Options Pricing Service (TOPS) including process maintenance and validations; Responsible for team running index validations and quality assurance checks; Participate in regular incident review and internal postmortem; Onboard new indices from implementation team; Participate in index committee meetings to set direction for methodology enhancements; Help establish quality assurance for new calculation types; Help establish index calculation standards; Participate in client meetings to show robustness of calculations; Work collaboratively with other departments on new index launches; Work on enhancement initiatives to support robust and scalable processes
Seniority
Manager, hands-on IC with team leadership