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
Build and maintain prediction-market data, integration, and operational tools with guidance from senior engineers.
You will turn clearly scoped market requirements into tested code and useful analytical tools. Working with senior engineers and the Prediction Market Manager, you will learn how event definitions, market prices, execution, and settlement fit together.
Projects may include an exchange adapter, event-metadata pipeline, market-quality dashboard, replay tool, or settlement monitor. You will develop production engineering skills while helping the team produce traceable inputs for indices and research.
What you'll do
- Implement API and WebSocket integrations with validation, pagination, retries, and rate-limit handling.
- Normalize market metadata, event times, prices, order books, and resolution statuses with documented source provenance.
- Build dashboards and alerts for stale data, missing events, spread and depth changes, and inconsistent market state.
- Support execution and settlement tooling under senior review, including order reconciliation and transaction-status tracking.
- Write unit and integration checks for duplicate messages, reconnects, missing data, and agreed edge cases.
- Assist researchers with reproducible datasets and basic analysis of liquidity, price movements, and event outcomes.
- Document changes, participate in code reviews, and investigate operational issues with the team.
- Learn oracle, collateral, and market-integrity risks and escalate uncertain behavior before changing critical workflows.
What we're looking for
- Strong programming fundamentals demonstrated through coursework, internships, open-source contributions, or practical software projects.
- Working proficiency in Python or TypeScript and familiarity with Git, HTTP APIs, SQL, and automated testing.
- Basic understanding of probability, data structures, asynchronous processing, and reliable data handling.
- Interest in prediction markets, market microstructure, blockchain, and geopolitical or catastrophe risk.
- Ability to debug systematically, document assumptions, respond to review, and communicate blockers early.
- API integrations, WebSocket projects, financial-data analysis, or blockchain development experience are helpful but not required.
- Willingness to take ownership of scoped work and learn from colleagues across engineering, research, and markets.
What success looks like
- Ship a reviewed integration or tool with clear acceptance criteria and useful documentation.
- Demonstrate accurate handling of source data and common integration failure scenarios.
- Build confidence maintaining the delivered component and explaining its limitations.
Location & working arrangement
This role can be based in San Francisco (SFO) or Hong Kong (HK). Please include your preferred office, current location, time zone, start date, and any working-arrangement requirements. You will collaborate with colleagues across both locations.
How to apply
Share your CV and a relevant project, code repository, market analysis, or technical case study. Explain your personal contribution, design decisions, validation method, and lessons learned. Please exclude confidential information belonging to employers or clients.
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.