Algorithmic Trader

Puffy; Dubai; On-site; AED 250,000 - 350,000; Full time

Job summary

A financial services firm in Dubai is seeking an experienced Algorithmic Equity Trader to lead the design and optimization of equity trading strategies. The ideal candidate will have at least 5 years of experience in algorithmic trading, a strong understanding of market microstructure, and proficiency in Python or C for execution logic. This role requires expertise in managing trades during high-volatility events and a solid institutional trading background.

Qualifications

• 5 years of experience in equity algorithmic or systematic trading.
• Strong knowledge of market microstructure, order types, and venue dynamics.
• Proficiency with execution analytics and TCA frameworks.

Responsibilities

• Design, implement, and optimize algorithmic execution strategies.
• Monitor and manage intraday execution performance across venues.
• Analyze slippage, transaction costs, and market impact.

Skills

Equity algorithmic trading

Market microstructure expertise

Execution analytics

Python coding

C coding

Job description

Role Overview

We are seeking a seasoned Algorithmic Equity Trader to lead the design execution and continuous refinement of our equity trading strategies. The ideal candidate combines deep market microstructure expertise with hands‑on experience developing execution algorithms across global equity markets.

Key Responsibilities

• Design, implement, and optimize algorithmic execution strategies (VWAP, TWAP, IS, POV, MOC, etc.).
• Monitor and manage intraday execution performance across multiple venues and liquidity pools.
• Analyze slippage, transaction costs, and market impact using real‑time and post‑trade TCA.
• Collaborate with quant researchers, infrastructure engineers, and compliance teams.
• Maintain robust risk controls and real‑time fail‑safes (price bands, kill‑switches, latency monitors).
• Contribute to market data pipeline design, routing logic, and venue selection models.

Required Skills and Experience

• 5 years of experience in equity algorithmic or systematic trading.
• Strong knowledge of market microstructure, order types, and venue dynamics (US and/or global).
• Proficiency with execution analytics, TCA frameworks, and slippage decomposition.
• Hands‑on experience coding in Python and/or C for execution logic and data analysis.
• Familiarity with FIX protocol and low‑latency infrastructure.
• Proven ability to manage execution during high‑volatility events.

Note: Candidates must be from an institutional trading background only.