Adrien Cortes
Quantitative Researcher Analyst
London, England, France
Summary
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Rockstar🎓
Top SchoolAdrien 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.
4 years of coding experience
1 year of employment as a software developer
MSc Probability and Finance (Ex DEA El Karoui), MSc Probability and Finance (Ex DEA El Karoui) at Sorbonne UniversitéICM, ICM at École des Mines de Saint-ÉtienneActuarial Sciences Master’s degree, i.s.f.a., Actuarial Sciences Master’s degree, i.s.f.a. at Université Claude Bernard Lyon 1Intense 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
English
Github Skills (18)
kubernetes9
python9
hierarchical-clustering9
gluonts8
backend6
probabilistic6
convex-optimization5
machine-learning5
deepar5
pytorch4
time-series4
time-series-forecasting4
scikit-learn4
quantitative-finance4
deep-learning3
Programming languages (3)
Github contributions (5)
c1adrien/c1adrien
Mar 2023 - Mar 2025
Contributions:15 pushes in 2 years
c1adrien/Heston-vs-WGAN-GP
Apr 2022 - Mar 2023
Contributions:16 pushes, 1 branch in 10 months
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