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 prediction-market strategy, market operations, and delivery, connecting credible event-risk prices to Time Seventeen’s indices and institutional risk workflows.
You will own the prediction-market roadmap and coordinate market design, research, engineering, and operations. Working with the Prediction Markets & DeFi Co-Founder, you will turn institutional needs into well-defined markets and dependable workflows for geopolitical and catastrophe risk.
The scope spans event selection, contract specifications, liquidity assessment, market-data quality, resolution, and partner development. You will assess how market prices can inform synthetic indices and term structures while making liquidity, incentives, manipulation, and basis-risk limitations explicit. This is a hands-on management role requiring both analytical judgment and disciplined delivery.
What you'll do
- Prioritize market coverage and product initiatives using institutional use cases, data availability, liquidity, and operational feasibility.
- Define event questions, observation windows, authoritative sources, resolution rules, dispute procedures, and exceptional-event handling with research and engineering colleagues.
- Evaluate order-book and automated-market-maker designs, fees, incentives, collateral, and settlement dependencies with the founders and technical team.
- Monitor spreads, depth, volume, concentration, stale prices, and market integrity; investigate anomalies and establish escalation procedures.
- Set standards for assessing market-implied probabilities, forecast calibration, source provenance, and suitability for index construction across horizons.
- Coordinate exchange, oracle, data-provider, and DeFi integrations, with explicit trust assumptions and acceptance criteria.
- Develop partner relationships and pilots; translate feedback from institutional, insurance, reinsurance, and actuarial colleagues into actionable priorities.
- Work with qualified legal and risk specialists on jurisdictional access, distribution constraints, and proposed product feasibility.
- Lead team planning, hiring input, documentation, launch reviews, and incident follow-up with clear ownership and measurable outcomes.
What we're looking for
- Demonstrated experience in prediction markets, trading products, market operations, financial market design, or closely related market infrastructure.
- Experience leading a team or cross-functional product initiative from an ambiguous problem to a working market or operational system.
- Strong understanding of probability, market microstructure, liquidity incentives, collateral, oracle design, and event settlement.
- Ability to analyze market data with Python, SQL, spreadsheets, or comparable tools and explain uncertainty and limitations clearly.
- Practical judgment about manipulation, operational failure, smart-contract dependencies, and the difference between event probabilities and insured losses.
- Ability to write precise market specifications, coordinate engineers and researchers, and communicate with institutional partners.
- High ownership, intellectual honesty, and an interest in connecting prediction markets with indices, DeFi, insurance, and reinsurance.
What success looks like
- Deliver a prioritized market roadmap with explicit specifications, launch criteria, and accountable owners.
- Establish reliable monitoring and resolution workflows with documented incident and dispute handling.
- Validate a market-data or institutional pilot with transparent methodology, partner feedback, and measurable quality criteria.
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.