Job Description

###

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.

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How You'll Make an Impact

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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).
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What You Bring

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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 fastPython. 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.