Prediction Markets Engineer

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 reliable prediction-market infrastructure, from market data and exchange integrations to execution, event resolution, and DeFi settlement.

You will work with the Co-Founder, Prediction Market Manager, and engineering team to turn market requirements into tested systems and useful tools. The role connects event definitions, market prices, execution, and settlement to event-risk indices and institutional workflows.

Projects may include exchange adapters, event-metadata pipelines, execution tools, market-quality dashboards, replay systems, and settlement monitors. We welcome engineers at different experience levels; scope and ownership will reflect your skills and experience.

What you'll do

• Build API and WebSocket integrations with validation, pagination, retries, reconnect handling, and rate-limit management.
• Normalize market metadata, event times, prices, order books, and resolution statuses with traceable source provenance.
• Develop execution and order-management tools with reconciliation, idempotency, risk limits, and safe cancellation behavior.
• Implement event lifecycle, resolution, oracle, and settlement workflows with appropriate review and explicit failure handling.
• Build dashboards, alerts, and replay tools to investigate stale data, missing events, liquidity changes, and inconsistent market state.
• Work with researchers on reproducible datasets and market-implied probability feeds, documenting timing, liquidity, and modeling assumptions.
• Write automated checks for duplicate messages, disconnects, missing data, and settlement failures; participate in code reviews and operational investigations.
• Document decisions and recovery procedures, protect credentials, and contribute to shared engineering practices.

What we're looking for

• Programming ability demonstrated through practical projects, open-source contributions, internships, or production engineering experience.
• Working proficiency in TypeScript, Python, Rust, Go, or another relevant language, with familiarity with Git, HTTP APIs, SQL, and automated testing.
• Understanding of data structures, asynchronous processing, reliable data handling, and systematic debugging.
• Interest in prediction markets, market microstructure, probability, blockchain, and geopolitical or catastrophe risk.
• Experience with streaming systems, exchange integrations, order lifecycles, smart contracts, or settlement tooling is helpful.
• Clear communication, careful documentation, and willingness to collaborate across engineering, research, and markets.
• For candidates taking on broader technical ownership, experience designing production systems, reviewing tradeoffs, and supporting colleagues is valuable.

What success looks like

• Ship a reviewed market integration or tool with clear acceptance criteria and useful documentation.
• Demonstrate accurate source-data handling and recovery from common integration and settlement failure scenarios.
• Maintain the delivered system, explain its limitations, and improve reliability with the team.

Location & working arrangement

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.

How to apply

Share your CV and describe a relevant project, market analysis, or technical case study. Explain your personal contribution, decisions, validation method, and lessons learned. A code repository or work sample is welcome where you can share it; please exclude confidential employer or client information. Include your availability and interest in Time Seventeen.

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.