When I have finished my task, and I need next task, which of following variants is correct?
- What the next job?
- What next job?
- What to do next?
What is the next task/job/step?
What shall I do next?
You could also just request to give you the plan/project/task list:
Please share the task list with me.
The sentence "What the next job?" lacks the verb.
The sentence "What next job?" is grammatically correct, but has a different meaning and might be used as an exclamation in response to a suggestion to go on to the next job. Your boss, "You're done with your current job, good! You can begin your next job, then." -- You (surprised), "What next job?" (as in "I thought I was going on vacation!")
The sentence "What to do next?" is the most acceptable from the ones you posted.
The correct option is to ask:
What is the next task?
Attention please to the using of the auxiliary verb "is".