Algorithmic Trader

Puffy; Dubai; On-site; AED 300,000 - 450,000; Full time

Job summary

A leading trading firm in Dubai is seeking an experienced Algorithmic Equity Trader to design, implement, and optimize algorithmic execution strategies. The ideal candidate will have at least 5 years in equity algorithmic trading, with expertise in market microstructure, and programming skills in Python and/or C. Strong risk management capabilities and the ability to execute during high-volatility events are essential. This role offers an opportunity to work in a dynamic trading environment.

Qualifications

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

Responsibilities

• Design and optimize algorithmic execution strategies.
• Monitor intraday execution performance across multiple venues.
• Collaborate with quant researchers and compliance teams.

Skills

Market microstructure expertise

Execution algorithms development

Execution analytics knowledge

Python programming

C programming

Risk management

Job description

Role OverviewWe 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 ResponsibilitiesDesign 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 Experience5 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.