Job Description
Senior Index Quantitative Analyst
Location: Chicago preferred (flex hybrid), or remote
Job Description
Position Summary:
Senior Analyst level role with the Cboe Global Indices (CGI) team. The team currently researches, designs, and implements new index strategies on behalf of Cboe Global Indices and CGI’s clients. This role includes backtesting and analysis of new derivative strategies, as well as developing methodologies for new index products. This role will provide exposure to derivatives, equities, and cryptocurrency.
Duties and Responsibilities:
Performs a combination of the following functions:
- Backtesting, methodology creation, and writing research reports to support new index strategies
- Research, create and support the index development initiatives for Cboe Global Indices with a focus on options, equities and digital assets
- Help establish quality assurance for new calculation types
- Help establish index calculation standards to enable repeat application of calculation modules
- Evaluate new data sets for usage in index calculation, looking at data quality, completeness, and fit for index purposes
- Participate in client meetings to develop new index concepts, providing direction and analysis to convert client ideas into viable index methodologies
- Work collaboratively with other Cboe departments on new index and benchmark launches, as well as post-launch support
- Prepare documentation to ease transition of launching indices to implementation and production teams
Job Requirements
Knowledge, Skills and Abilities:
- Minimum of 3 years experience in related field
- Strong quantitative and programming skills; experience in R, Python, and SQL with preference to Python
- Exposure to writing APIs to access various databases
- Experience with written documentation of projects
- Familiarity with index methodology
- Knowledge of common options trading strategies (e.g. covered call, put protection)
- Strong problem solving skills
- Effective interpersonal and communication skills
- Must be self-motivated and be able to work independently as well as part of a team
Education:
Bachelors degree Engineering, Mathematics, Computer Science or related field required. Advanced degree preferred.
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_Any communication from Cboe regarding this position will only come from a Cboe recruiter who has a @cboe.com email or via LinkedIn Recruiter. Cboe does not use any other third party communication tools for recruiting purposes. _