No. Instead, you can talk about an intersex person; with a space indicating that intersex is an attributive adjective – just like blonde hair, Utrecht canals, and long legs.1In the sentence “I am intersex,” intersex is a predicative adjective.
The word intersex is not a noun. So calling someone an intersex is incorrect. Is someone who has broken their leg a legbreaker? Is someone who has cancer a cancer-haver? In the medical world, it is considered very inappropriate to call someone after a diagnosis. Moreover, intersex is not a sexuality. It is also not a sexual orientation, nor is it a gender identity. Of course, that is not to say that intersex people do not have a sexual orientation and gender identity – we are no different from other people in that. Maybe among intersex people you’ll encounter a bit more gay, lesbian and bi people or more questions about what being a man or a woman means to you. But that’s nothing to be ashamed of, right?