Quantitative Developer

Who We Are

NEXT Ventures is where ambition takes shape. As a global platform revolutionizing access to performance-based capital, we empower the world’s most driven individuals to rise. Through our flagship brand, FundedNext, we have built a massive ecosystem of 220,000+ traders generating millions of data points daily.

We are now entering a new phase of evolution. We are not just a prop firm; we are building a world-class internal proprietary trading desk. We are looking for the architect who will build the bridge between our massive retail data flow and institutional market execution.

Your Role: The Architect of Alpha

You are not just writing code; you are building a money-making machine. We are seeking a Quantitative Developer with a deep "Trader's Mindset" to design, build, and optimize a proprietary bridge and risk engine.

Your primary mission is to unlock the value in our data. You will build the infrastructure that connects our demo environment to real-world Liquidity Providers (LPs), identifying our best traders and mathematically replicating their success in the live market via high-speed execution.

How You’ll Make an Impact

1. The "Bridge" & Risk Engine

• Retail-to-Institutional Bridge: Architect and build a low-latency "Trading Bridge" that sits between our FundedNext platform (MetaTrader/cTrader) and external Liquidity Providers.

• Alpha Generation from Flow: Develop a sophisticated Risk Engine that analyzes thousands of demo traders in real-time to identify "toxic flow" (to hedge) and "alpha flow" (to copy/monetize).

• Copy-Trading Logic: Implement statistical models that filter noise from trader data to execute profitable replication strategies on real markets.

2. FIX Protocol & Connectivity

• FIX API Mastery: Act as the subject matter expert on the FIX Protocol (Financial Information eXchange). You will write the custom engines to manage sessions, parse messages, and handle order routing with various LPs and Prime Brokers.

• Liquidity Aggregation: Build aggregators that connect to multiple venues simultaneously to find the best pricing and execution speed.

3. Quantitative Modeling & Math

• Mathematical Models: Apply advanced statistics (Time Series Analysis, Stochastic Calculus) to create pricing models and execution algorithms (TWAP, VWAP, Sniper) that minimize slippage.

• Backtesting Framework: Build a simulation environment that can replay millions of historical retail trades to validate your copy-trading algorithms before live deployment.

4. High-Frequency & Low-Latency Engineering

• Speed Optimization: Optimize Python (and potentially C++/Rust modules) for microsecond-level latency. In FX and CFD arbitrage, milliseconds matter.

• Throughput Management: Ensure the system can handle massive bursts of quote updates and order events without clogging or crashing (AsyncIO, ZeroMQ, shared memory architectures).

What You Bring

The "Must-Haves"

• FIX Protocol Expert: You know the FIX tags by heart (4.2/4.4). You have built or maintained a FIX engine that connects to real LPs.

• Math & Stats Whiz: You have a strong academic or practical background in Mathematics, Statistics, or Quantitative Finance. You understand probability, variance, and risk modeling deeply.

• Python Performance: You don't just write Python; you write fast Python. You know how to use numpy, pandas, cython, and asyncio to squeeze every bit of performance out of the interpreter.

• Trading Architecture: Experience building Order Management Systems (OMS) or Execution Management Systems (EMS).

Domain Knowledge

• Brokerage Tech: Deep understanding of how Forex Brokers, ECNs, and Liquidity Providers operate (A-Book vs. B-Book execution, slippage, spread arbitrage).

• Trading Platforms: Familiarity with the backend protocols of MetaTrader (MT4/MT5) or cTrader is a massive advantage.

The "Nice-to-Haves"

• C++ Experience: For the critical hot-paths of the execution engine.

• Crypto/DeFi: Experience connecting to crypto exchanges (WebSocket/REST) alongside traditional FX.

Your X-Factor (The "Quantlane" Standard)

We are looking for someone who understands the "Quantlane Model"—the ability to treat a prop firm not just as an education platform, but as a source of liquidity and alpha.

• You possess the hybrid skill set of a Senior Software Engineer and a Quantitative Trader.

• You understand Market Microstructure: You know what happens to an order after it leaves the terminal, how it hits the matching engine, and how to exploit inefficiencies in that process.

• You are P&L Driven: You are not just building software; you are building a system designed to generate revenue.

Your Journey after Applying

• 30 minute HR interview with the Talent Acquisition team member

• 45 minute Technical Get-To-Know-You Session (with talent acquisition team & department front line manager)

• 60-minute Final Interview Session (with head of department & talent acquisition lead)

Why Join NEXT?

This is a rare opportunity to build a hedge-fund-grade system from the ground up, backed by the data and capital of one of the world's fastest-growing prop firms. You will not be a cog in a machine; you will be the engine builder.

The future of fintech is algorithmic. Come build it with us.