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Time Seventeen, a Hong Kong/SF based risk pricing startup, seeks engineers to build prediction-market data, integration, and operational tools. You will translate market requirements into tested code and analytical tools, collaborating with senior engineers and a Prediction Market Manager.
Projects may include an exchange adapter, event-metadata pipeline, dashboards, and settlement monitors. You will gain production engineering experience while helping the team generate traceable inputs for
We give risk a price. We create state prices for tail events.
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.
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.
This role can be based in San Francisco or Hong Kong. Please include your preferred office, current location, time zone, start date, and any working-arrangement requirements. You will collaborate with colleagues across both locations.
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.