About Time Seventeen
We give risk a price. We create state prices for tail events.
The world contains a large class of risks that determine where capital flows yet have no price today. Global supply chains are being reconfigured, while the geopolitical discount rates that inform consequential decisions remain difficult to quantify. Time Seventeen is building tradable synthetic indices and term structures for these risks.
Time Seventeen is infrastructure for geopolitical risk and catastrophe risk. We give risk a price. We create state prices for tail events. Our ambition is to turn fragmented judgments about individual events into continuous risk prices, then bring those prices into institutional valuation, trading, and risk-transfer workflows.
Our work connects event definitions, probabilistic forecasting, market data, index methodology, and execution infrastructure. We explore how prediction markets, actuarial models, insurance and reinsurance structures, and blockchain-based DeFi can contribute to a common language for uncertain outcomes. The challenge is to make risk legible across different horizons, exposures, and market participants, while keeping assumptions and limitations explicit.
Building this infrastructure requires more than a compelling forecast. Data must be traceable, events must have defensible resolution rules, methodologies must survive scrutiny, and products must account for liquidity, basis risk, operational resilience, and applicable legal constraints. We want institutions to be able to understand a risk price, challenge its construction, and assess how it relates to the exposure they actually hold.
We are building a focused team across research, engineering, markets, and risk. We value people who can move between deep specialist work and the practical decisions needed to build a company: identifying the important question, testing an approach, communicating the evidence, and carrying the result into a usable system.
About the role
Lead the insurance and reinsurance strategy that connects Time Seventeen’s event-risk indices and actuarial research to practical institutional risk-transfer use cases.
You will build the commercial and technical bridge between continuously priced event risk and the exposures carried by insurers, reinsurers, brokers, and capital providers. The role requires a clear understanding of how underwriting, claims, capital, distribution, and contract structure interact, especially when evaluating new index-linked or parametric approaches.
Working with the founders, actuarial researchers, market teams, and legal advisers, you will identify credible applications and lead their development from initial hypothesis to partner evaluation. You will examine when an index is a useful signal, when it may support a risk-transfer structure, and where basis risk or legal and operational constraints make an approach unsuitable.
What you'll do
- Define the insurance and reinsurance roadmap, prioritizing exposures and partner needs that fit the company’s risk-pricing capabilities.
- Develop relationships with insurers, reinsurers, brokers, risk managers, and insurance-linked capital participants.
- Lead analysis of proposed risk-transfer use cases, including exposure mapping, event triggers, loss sensitivity, basis risk, and capital implications.
- Partner with actuarial researchers on frequency, severity, dependence, tail scenarios, and model limitations.
- Coordinate proposed product and contract structures with legal and compliance specialists, including distribution, licensing, and regulatory feasibility.
- Design partner pilots with clear objectives, data requirements, evaluation criteria, and operational responsibilities.
- Bring underwriting and market feedback into index methodology, data acquisition, and product priorities.
- Build the commercial operating process and team required to develop durable institutional relationships.
What we're looking for
- Substantial experience in insurance, reinsurance, broking, underwriting, actuarial work, or insurance-linked securities.
- A track record of developing partnerships, products, or significant commercial initiatives in risk-transfer markets.
- Strong understanding of underwriting economics, exposure analysis, contract triggers, and basis risk.
- Ability to evaluate quantitative work and explain its implications to technical and commercial stakeholders.
- Experience working across actuarial, legal, operations, and distribution teams.
- Interest in geopolitical and catastrophe risk, index-linked structures, prediction markets, and emerging market infrastructure.
- Commercial discipline and willingness to challenge a product concept when evidence or implementation constraints do not support it.
What success looks like
- Develop a prioritized insurance and reinsurance strategy supported by market evidence.
- Establish partner relationships and well-defined evaluations of promising use cases.
- Build a repeatable process for assessing feasibility, basis risk, and product readiness.
Location & working arrangement
This role is based in Hong Kong. Please share your availability, current location, and any academic or scheduling requirements.
How to apply
Share your background and a concrete example of building, leading, or delivering relevant work. Describe your ownership, the key decisions, and the results. Founder candidates should also explain which part of Time Seventeen they want to build and why.
How we work
Time Seventeen is a focused, high-ownership team. We value clear thinking, direct communication, careful execution, and people who carry important work through to a result. We expect colleagues to surface inconvenient evidence, ask precise questions, and make the limits of their work explicit. Strong specialist judgment matters, as does the willingness to understand how your work affects research, markets, engineering, and risk. We prefer useful documentation and clear decisions to unnecessary process.