Julien Guyon is a professor of Applied Mathematics at Ecole des Ponts ParisTech, where he holds the BNP Paribas Chair Futures of Quantitative Finance. He is also a Visiting Associate Professor at NYU Tandon in the Department of Finance and Risk Engineering, and an adjunct professor in the Departments of Mathematics at Columbia University (New York) and at Baruch College, City University of New York. Before joining Ecole des Ponts, Julien worked in the financial industry for 16 years, first in the Global Markets Quantitative Research team at Societe Generale in Paris (2006-2012), then as a senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York (2012-2022). Julien was also an adjunct professor at the Courant Institute of Mathematical Sciences, NYU, from 2015 to 2022; and previously at Universite Paris Diderot and Ecole des Ponts ParisTech. Julien serves as an Associate Editor of Finance & Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, and Journal of Dynamics and Games. He is also a Louis Bachelier Fellow.
Julien co-authored the book Nonlinear Option Pricing (Chapman & Hall, 2014) with Pierre Henry-Labordere. He has published more than 25 articles in peer-reviewed journals (including Finance and Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, Risk, Journal of Computational Finance, Annals of Applied Probability, Stochastic Processes and their Applications) and is a regular speaker at international conferences, both academic and professional. His main research interests include volatility and correlation modeling, option pricing, optimal transport, and numerical probabilistic methods.
A big soccer fan, Julien has also published articles on fairness in sports both in academic journals and in top-tier newspapers including The New York Times, The Times, Le Monde, and El Pais. Some of his suggestions for draws and tournament design have been adopted by FIFA and UEFA, including a new, fairer draw method for the FIFA World Cup (since 2018); a fairer format for the 2026 FIFA World Cup (adopted in March 2023); a new knockout bracket for the UEFA Euro (since 2020); and an optimized schedule of the UEFA Champions League. His paper "Risk of collusion: Will groups of 3 ruin the FIFA World Cup?" won the 2nd prize at the 2021 MIT Sloan Sports Analytics Conference, the biggest sports analytics event in the world.