Hugo Delatte
Co-Founder at Skfolio Labs
Paris, Ile-de-France
Summary
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Rockstar🎓
Top SchoolHugo Delatte is a quantitative trading technologist and co-founder with six years of experience designing and building cross-asset trading businesses and Python-based tech stacks. He began in fund derivatives trading at Commerzbank, progressed to architecting full QIS pipelines and stress-testing frameworks at Société Générale, and helped establish Marex Solutions’ Fund Derivatives, QIS, and AMC businesses. Author of skfolio, a scikit-learn–style Python library for portfolio optimization and risk management, he blends production trading experience with open-source tooling for systematic investors. Based in Paris, he pairs rigorous academic training in quantitative finance and data science with hands-on engineering—designing relational databases, ML apps and multi-objective optimisation routines used in production. Colleagues know him for turning complex non-linear products into automated, auditable execution systems and for shipping pragmatic, research-driven software.
6 years of coding experience
1 year of employment as a software developer
Classes Préparatoires aux Grandes Ecoles (PCSI - PSI*) Mathematics Physics Computer Science, Classes Préparatoires aux Grandes Ecoles (PCSI - PSI*) Mathematics Physics Computer Science at Lycée ThiersScientific High School Diploma Sciences, Scientific High School Diploma Sciences at Lycée Val de DuranceMaster degree in Science and Engineering (ICM) majoring in quantitative finance and data science, Master degree in Science and Engineering (ICM) majoring in quantitative finance and data science at École des Mines de Saint-ÉtienneHong Kong University of Science and Technology (HKUST)
French, English, Spanish
Stackoverflow
11reputation
398reached
1answer
0questions
Github Skills (89)
google-finance10
trading10
cvxpy10
trading-bot10
numerical-optimization10
quantitative10
optimization10
hierarchical-clustering10
convex-optimization10
browser10
stochastic-processes10
stock-data10
quantitative-trading10
finance10
convex10
Programming languages (5)
Github contributions (5)
skfolio/skfolio
Dec 2023 - Mar 2025
Python library for portfolio optimization built on top of scikit-learn
Contributions:113 reviews, 56 PRs, 174 pushes in 1 year 3 months
asset-allocationasset-managementconvex-optimizationcvar-optimizationcvxpy
HugoDelatte/portfolio-optimization
Apr 2022 - Jan 2023
Contributions:117 pushes, 1 branch in 9 months
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