Thief and Ninja!

[Powercow]

a dude who fights in the pits, in the actual guild half the people wear leather. Notice also gladiator has full access to the best evasion gear in the game. They also have a weapon skill that does more dmg on monsters that arent looking at you.

Marauders also have a lot of cloth and leather armor-wearing people in their quests, as well as also having full access to the best evasion gear in the game. All DoWs do. It's a pretty typical thing in fantasy games for the guy who has access to the heaviest armor to also be able to wear the lightest. The way Gladiators are portrayed, and the way sensible Gladiators gear, is with heavy armor.
Many of the quests with Marauders in them involve stealing and theft on a regular basis, so you know, there's that. There's even a sneaking mission for Marauders where you have to steal something without getting caught -- the quintessential thief quest.

In terms of thief-like abilities, Pugilist has Blindside (sneak attack) and Accomplice (er, accomplice), Lancers have Collusion (trick attack), Archers have Quickstride (flee). Pugilists were also originally supposed to have Steal be baseline, but that was scrapped.

So in terms of actual gameplay and story mechanics combined, Gladiator is probably the least likely DoW to become thief.

Im not saying glad has to be theif, but its certainly not out of logical sense, note as well, parry doesnt work with shield, and yet they have parry materia.

Parry materia (and the Parry stat in general) is for Marauders and to a much lesser extent tanking Pugilists, and an even lesser extent Lancers. If you have a Gladiator using Parry materia and it's not just because they're recycling the gear from Marauder, then, well...

ninja, hmmm it would probably need a lot from pugilist, or use very similar skills, most likely it could be a pugilist 2nd job, or would at least partially require pugilist.

Or Ninja could require Thief, which would make the most sense. Believe it or not, new classes can and will be added. Not every job needs to stem from the current few we have. Musketeer sure as hell wouldn't make any sense from our current class list.