Algorithmic Trader

Puffy; Dubai; On-site; AED 600,000 - 900,000; Full time

Job summary

Puffy is seeking a seasoned Algorithmic Equity Trader to lead design, execution, and ongoing refinement of our equity trading strategies. The role requires deep market microstructure knowledge and hands-on development of execution algorithms across global markets.

You will design and optimize VWAP/TWAP/IS/POV/MOC approaches, monitor intraday performance, and work with quant researchers, infra engineers, and compliance to maintain robust risk controls and efficient execution at scale.

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.
• Hands-on coding in Python and/or C for execution logic.
• Familiarity with FIX protocol and low-latency infrastructure.
• Proven ability to manage execution during high-volatility events.

Responsibilities

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

Skills

Algorithmic trading

Market microstructure

Execution analytics

Python

C programming

Low-latency

Tools

FIX protocol

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.