Derivatives & OTC Markets

About the role

About the Derivatives Franchise Listed futures are the visible part of the compute derivatives market. The larger part — the part that gets built first in every new commodity — is bilateral: OTC block trades, swaps, forwards, and structured hedges written by dealers, neoclouds, hyperscalers, and the funds that want exposure without owning hardware. Those trades need a settlement price everyone can defend. That is what Silicon Data's indices provide, and we are now licensing them for trading and derivatives use to bring counterparties into the market. This role owns that franchise: the contract design that makes a compute swap settle cleanly, and the counterparty relationships that turn a licensed index into an executed trade.

The Role We are looking for a Derivatives & OTC Markets to own our derivatives business end to end — both what we build and who we build it with. On the product side, you will define the specifications that make our indices tradeable: settlement mechanics, averaging and fixing windows, roll conventions, tenor structure, contract sizing, disruption and fallback language, and the documentation architecture that lets a swap on a Silicon Data index sit comfortably inside an ISDA Master. You