Quantitative Intern (Prediction Market Research), 2027
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
Research prediction-market probabilities, calibration, event resolution, and price discovery in Hong Kong beginning May 2027.
You will work with researchers and engineers to turn a well-defined question into a dataset, a testable hypothesis, and an analysis that colleagues can review. The work connects prediction-market prices, event outcomes, and external risk indicators to the construction and evaluation of synthetic risk indices and term structures.
Projects focus on prediction-market research: evaluating probability calibration, studying liquidity and price discovery, comparing event definitions and resolution rules, and testing how market-implied probabilities can inform event-risk indices. You will receive guidance on project scope and review while owning the quality of your data, code, and conclusions. Methods should suit the question and available evidence, with explicit baselines and uncertainty estimates.
This internship is suited to candidates who enjoy both mathematics and implement...
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