Index Analyst at an Exchange Exit Opps

I recently received an offer to work as an index analyst at an exchange. My current role is technical consulting mostly doing data science-related work for healthcare companies in NYC and I have a math and CS undergrad from a state school. I wouldn't say I'm unhappy with my current role, but I've always been interested in FS and don't want to pass up a good opportunity if it's there. Could anyone describe what these index analyst roles are like? What are the exit options like?

Thanks for the advice in advance