Adrien Cortes

Quantitative Researcher Analyst

London, England, France
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Summary

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Rockstar
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Adrien Cortes is a quantitative researcher and analyst based in London with four years' experience building systematic trading models and applying machine learning across cross-asset and options strategies. He currently works on deep learning for cross-asset research at Qube Research & Technologies after developing proprietary options trading models for Hartree Partners’ gas and power desk. Trained in probability, finance and actuarial science at Sorbonne Université, École des Mines and Université Claude Bernard Lyon 1, he brings rigorous mathematical foundations and practical market-facing experience. Adrien’s background in actuarial apprenticeship and his GitHub focus on systematic trading and ML suggest a pragmatic approach to model risk and robust strategy implementation.
code4 years of coding experience
job1 year of employment as a software developer
bookMSc Probability and Finance (Ex DEA El Karoui), MSc Probability and Finance (Ex DEA El Karoui) at Sorbonne Université
bookICM, ICM at École des Mines de Saint-Étienne
bookActuarial Sciences Master’s degree, i.s.f.a., Actuarial Sciences Master’s degree, i.s.f.a. at Université Claude Bernard Lyon 1
bookIntense Program predominantly Mathematics for entrance to the top french Engineering Schools., Intense Program predominantly Mathematics for entrance to the top french Engineering Schools. at Lycée Claude Fauriel
languagesEnglish
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Github Skills (17)

python9
time-series-forecasting8
hierarchical-clustering8
gluonts8
kubernetes8
uncertainty-quantification7
deepar7
backend6
convex-optimization6
quantization5
pytorch4
time-series4
machine-learning4
cvxpy4
scikit-learn3

Programming languages (3)

HTMLJupyter NotebookPython

Github contributions (5)

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c1adrien/c1adrien

Mar 2023 - Aug 2025

Contributions:16 pushes in 2 years 5 months
c1adrien/Heston-vs-WGAN-GP

Apr 2022 - Mar 2023

Contributions:16 pushes, 1 branch in 10 months
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