Systematic Trader

Puffy; Dubai; On-site; AED 600,000 - 1,000,000; Full time

Job summary

Puffy in Dubai seeks a seasoned Systematic/Algorithmic Equity Trader to lead the design, execution and continuous refinement of our equity trading strategies across global markets.

The role blends deep market microstructure expertise with hands-on development of execution algorithms, risk controls, and close collaboration with quant researchers and engineers to deliver robust performance.

Qualifications

• 5 years of experience in equity algorithmic or systematic trading.
• Strong knowledge of market microstructure and venue dynamics (global).
• Proficiency with execution analytics and slippage decomposition.
• Hands-on coding in Python and/or C++ for execution logic and data analysis.
• Familiarity with FIX protocol and low-latency infrastructure.

Responsibilities

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

Skills

Equity algorithmic trading

Market microstructure

TCA and slippage analysis

Python and/or C++ coding

FIX protocol and low latency

High-volatility risk management

Job description

Job Summary

We are seeking a seasoned Systematic/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 / Duties

• 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 amp; Qualifications

• 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.