Capital Markets
Ornn is building the financial infrastructure for the compute economy, providing reference pricing, market intelligence, capacity finance, and compute access for GPU compute. It serves buyers, sellers, and capital providers in the AI compute market, including institutions seeking to price, finance, and hedge compute the way commodities like oil are traded.
Maintainer signals as of 8/14/2026
Funding history
Projects
About Ornn
Ornn describes itself as 'The Foundation of the Compute Market,' building financial infrastructure to make GPU compute something that can be priced, financed, and hedged with confidence. Its flagship product is the OCPI (Ornn Compute Price Index), a reference price built on transaction-based data tracking live traded spot prices for GPU compute across hardware types such as H100, H200, B200, and B300, listed on Bloomberg. Ornn's product suite includes Ornn Compute Access (capacity for training, inference, and infrastructure-scale workloads) and Ornn Data (market measurement and intelligence covering pricing, volatility, supply, and demand). The company operates with a compliant architecture including complete KYC/AML protocols, combining physical and financial infrastructure into one compute platform. Ornn recently raised $33M led by A16Z and has been covered by The Economist, The Wall Street Journal, and Bloomberg. Its clients include buyers, sellers, and capital providers across the compute economy.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will design credit structures that transform diversified pools of non-investment-grade compute tenant offtake into rated, investable instruments. You will build quantitative models, manage rating agency relationships, define waterfall and reserve structures, coordinate financial and legal architecture, and develop investor-facing materials.
Requirements
- 2+ years of experience in structured finance, securitization, or credit structuring
- Experience building or analyzing cash flow waterfalls, tranche structures, and credit enhancement mechanisms
- Experience working with credit rating agencies on new issuance or surveillance
- Strong quantitative modeling skills
- Familiarity with non-investment-grade corporate obligors
- Clear written and verbal communication
Responsibilities
- Design and iterate on credit structures
- Build and maintain quantitative models
- Manage rating agency relationships
- Prepare rating agency materials and presentations
- Define waterfall mechanics, subordination levels, and reserve account structures
- Structure SPV and issuer-level documentation
- Develop offering memoranda and credit surveillance updates
Benefits
- Meaningful equity
- Health coverage
- Free meals
