量化主管
Head of Quant
我们是谁
NEXT Ventures 是一个让抱负具象化、让势头转化为行动的平台。作为一家全球性平台，我们正在革新基于绩效的资本获取方式，赋能世界上最积极进取的个人实现突破。通过我们的旗舰品牌 FundedNext，我们帮助梦想者成为行动者，将潜力转化为绩效。我们在五个国家拥有500多名积极进取的团队成员，我们推动着全球节奏——每天有22万+用户来自170+个国家，每个人都在以自己的方式追求卓越。
你将产生的影响
构建量化系统（从0到1）
- 设计和开发完整的交易系统：
- 数据管道
- 回测框架
- 执行基础设施
- 监控与分析
- 使用逐笔和实时交易数据
开发并运行交易策略
- 构建和部署系统化策略（做市 / 统计套利 / 执行策略）
- 优化执行、滑点和流动性使用
- 根据表现持续迭代策略
为交易流程创造价值
- 从交易流程和用户行为中提取价值
- 设计对冲和内部化逻辑
- 识别并利用不同群体中的低效之处
信号与数据层
- 从以下来源生成信号：
- 市场数据
- 交易者行为和群体
- 构建和维护回测和评估框架
模拟到实盘流程
- 将策略从模拟交易过渡到实盘交易
- 监控表现、风险和资金效率
- 持续提升策略的稳健性
职责
- 负责策略表现和损益
- 在快速变化的环境中独立运作
- 随着时间推移构建和领导量化团队
你具备的条件
· 必须具备
- 有构建端到端交易系统（从0到1）的经验
- 强大的编程能力（Python 为必选；C++ 为加分）
·
有以下实际经验：
- 做市 OR
- 统计套利 OR
- 执行策略
·
对以下内容有深入理解：
- 市场微观结构
- 流动性、价差和滑点
- 有将策略从想法→回测→实盘的经验
加分项
·
有以下经验：
- CFD经纪商 / 做市 / 中央风险簿
- 多资产交易（外汇、股票、加密货币、期货）
·
熟悉：
- 逐笔数据
- 低延迟系统
- 时间序列数据库（如 KDB）
申请后的流程
· 30分钟的人力资源面试，由人才招聘团队成员进行
- 45分钟的会议（由人才招聘团队和部门一线经理参与）
- 60分钟的最终面试（由部门负责人和人才招聘负责人参与）
查看英文原文
Who We Are
NEXT Ventures is where ambition takes shape and momentum becomes movement. As a global platform revolutionising access to performance-based capital, we empower the world’s most driven individuals to rise. Through our flagship brand, FundedNext, we empower dreamers to become doers, and potential to turn into performance. With 500+ driven minds across five countries, we power a global rhythm—220,000+ daily users from 170+ nations, each chasing greatness in their own way.
How You’ll Make an Impact
Build the Quant Stack (0 → 1)
- Design and develop the full trading system:
- Data pipeline
- Backtesting framework
- Execution infrastructure
- Monitoring & analytics
- Work with tick-level and real-time trading data
Develop & Run Trading Strategies
- Build and deploy systematic strategies (MM / stat arb / execution)
- Optimize execution, slippage, and liquidity usage
- Continuously iterate strategies based on performance
Monetize Trading Flow
- Extract value from trading flow and user behavior
- Design hedging and internalization logic
- Identify and exploit inefficiencies across cohorts
Signal & Data Layer
- Generate signals from:
- Market data
- Trader behavior and cohorts
- Build and maintain backtesting and evaluation frameworks
Sim → Live Pipeline
- Transition strategies from simulation to live trading
- Monitor performance, risk, and capital efficiency
- Continuously improve strategy robustness
Ownership
- Own strategy performance and PnL
- Operate independently in a fast-moving environment
- Build and lead the quant team over time
What You Bring
·
Must Have
- Proven experience building end-to-end trading systems (0→1)
- Strong programming skills (Python required; C++ is a plus)
- Hands-on experience in:
- Market making OR
- Statistical arbitrage OR
- Execution strategies
- Deep understanding of:
- Market microstructure
- Liquidity, spreads, and slippage
- Experience taking strategies from idea → backtest → live
Strong Plus
- Experience in:
- CFD brokers / market making / central risk book
- Multi-asset trading (FX, equities, crypto, futures)
- Familiarity with:
- Tick-level data
- Low-latency systems
- Time-series databases (e.g. KDB)
Your Journey after Applying
· 30 minute HR interview with the Talent Acquisition team member
- 45 minute 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.
Originally posted on Himalayas