2D fx from Unity to After Effects

Hello!
I wanna create 2D fx for character lvl up. Can I do it using Unity particle system and then render on alpha channel to be used in AE composition?
Or should I create fx straight in AE?
If it can be done in Unity, please, tell me how.
Thank you!

Thank you for advice. Is it possible to make indie game style fx’s in c4d?