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Pagos Quant Division
Our Edge
The New Standard in Quantitative Talent Acquisition
The New Standard in Quantitative Talent Acquisition
At Pagos Consultants (Quant Division), we specialize in placing high-impact quantitative professionals with a proven ability to drive alpha, optimize execution, and build scalable research infrastructure.
With a dedicated focus on systematic and quantitative strategies, we work with firms across the U.S., Europe, and Asia to identify elite quant talent across PM, Sub-PM, Researcher, and Trading roles.
Our diligence mirrors allocator-grade analysis, enabling firms to de-risk hiring and accelerate time-to-deploy for new systematic talent.
We go far beyond CV submissions - offering clients data-rich candidate intelligence including:
Research pipeline structure & IP ownership
Strategy performance metrics (Sharpe, Sortino, drawdowns, hit ratios)
Execution & trading infrastructure (signal-to-fill analysis, latency sensitivity, slippage models)
Strategy decay thresholds & capacity estimates
Quant stack & tooling (Python, C++, CUDA, Q, ML/AI frameworks)
Alpha source originality, risk overlays & signal durability
Systematic Strategy Expertise
At Pagos Consultants (Quant Division), we cover the full spectrum of quantitative strategies and timeframes, including:
High-Frequency Trading (HFT)
Mid-Frequency Statistical Arbitrage
Systematic Macro & RV
Quantitative Equity L/S
Volatility Forecasting & Derivatives Models
ML-Driven Alpha
We identify quants with deep expertise in signal production, strategy iteration, and research-to-production pipelines ready to plug into pod, fund, or prop structures.
Our candidates are proficient in:
Signal generation using alternative data, time series forecasting, and feature engineering
Execution modeling with smart order routing, market impact optimization, and TCA
Risk modeling with dynamic exposure controls, slippage budgets, and real-time attribution
Backtesting frameworks that simulate live environments with latency and transaction costs
Consistent Alpha, Engineered
Whether you're hiring a PM with scalable production signals or a researcher to build out predictive models, we ensure tight alignment with strategy mandates and infrastructure needs.
We prioritize candidates with proven signal value across multiple market regimes and structural dislocations. Our process includes:
Multi-year performance validation, including capacity constraints
Factor decomposition & strategy persistence testing
Volatility-adjusted attribution and capital efficiency diagnostics
Technology stack and IP provenance review
Integration capacity into existing research, execution, or risk teams
Alpha Starts with Infrastructure
Quant talent isn’t just about ideas - it’s about implementation.
We help funds evaluate not only what a candidate can build, but how fast and how cleanly it scales in production.
We assess candidates across:
Infrastructure & DevOps familiarity: cloud deployment, research tooling, version control, CI/CD pipelines
Research environments: Monte Carlo simulations, Bayesian inference engines, ensemble models, ML interpretability
Latency & execution constraints: from exchange co-location to multi-venue routing models
Data engineering: ingestion, normalization, and feature pipeline construction
Disciplined Risk Thinking
Our quantitative assessments integrate risk-adjusted performance and execution feasibility, ensuring each hire delivers scalable alpha with institutional robustness.
All candidates are screened for their understanding of risk in a systematic context:
Stress testing frameworks that include structural breaks, liquidity shocks, and microstructure disruptions
Exposure capping, drawdown mitigation, and regime-based reallocation
Dynamic hedging strategies using options, FX overlays, and vol surfaces
Multi-asset contagion modeling and cross-strategy correlation risk
Quant Candidates.
Build with the Best. Trade with Scale.
Build with the Best. Trade with Scale.
Are you a quant researcher, trader, or PM with a scalable, data-driven strategy?
Whether you're a signal producer, strategy engineer, or full-stack quant PM, we can match you with teams aligned to your technical strengths and strategic vision.
Pagos Consultants provides access to:
Leading hedge funds, platforms, and prop firms seeking systematic talent
Capitalized teams with high-performance infrastructure and autonomy
Flexible mandates across time horizons and asset classes
Comp structures that reward IP, research output, and P&L attribution
For Multi-Strategy Funds & Pods.
De-Risk Talent Acquisition
De-Risk Talent Acquisition
Whether building pods or expanding quant divisions, we offer end-to-end support for talent sourcing, onboarding, and competitive offer design.
Our process combines:
Mobility, IP, and contractual due diligence
Forensic research & attribution analysis
Live environment capability mapping
Comp & market benchmarking
Specialist Domains
Systematic Macro & RV
Candidates who use macro signals, event data, and cross-asset models to drive directional or RV trades in rates, FX, commodities, and credit.
Quant Equity & Stat Arb
Market-neutral, factor-driven, or ML-enhanced strategies across global equity universes, using fundamental/technical blends and advanced risk controls.
Volatility & Derivatives
Systematic options traders leveraging vol surfaces, term structure, dispersion, and convexity modelling to generate edge across equity, rates, and FX options.
ML / AI-Enhanced Strategies
Engineers and researchers applying deep learning, reinforcement learning, NLP, and high-dimensional statistical methods to discover new alpha signals.
HFT & Execution Research
Talent experienced in ultra-low-latency strategy development, exchange connectivity, microstructure modeling, and custom execution protocols.
Why Pagos Quant?
Dozens of quant placements across strategies, asset classes, and geographies - with an emphasis on long-term fit, IP alignment, and capital scalability.
Specialized Expertise
We’re focused exclusively on quantitative and systematic finance. Our recruiters speak the language of alpha, drawdowns, decay, and Sharpe.
Global Reach, 24/7 Coverage
Our network spans Asia, Europe, and the U.S., with support across time zones to ensure fast turnarounds and round-the-clock market access.
Deep Network
We partner with leading hedge funds, proprietary trading firms, and multi-strategy platforms - placing talent from junior researcher to full PM level.
Track Record of Precision
Dozens of quant placements across strategies, asset classes, and geographies - with an emphasis on long-term fit, IP alignment, and capital scalability.
How We Work
We apply institutional-grade diligence to every mandate.
This structured approach ensures our clients and candidates operate with clarity, confidence, and conviction.
Execution infrastructure mapping
Performance and decay modeling
Relocation, comp, and IP checks
Strategy architecture analysis
Signal-level review
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