To change your manager, click on your profile in the top right of the screen, then go to Your Account. Scroll down to Your Work, then choose to change the manager you are linked to and enter the email address of your new manager.

Changing the manager you are linked to will mean that any Status Updates and anonymous data such as Answers will now contribute to the new manager's team. Your previous manager will no longer receive this insight, although they'll still be able to access any historical insight.