Julien Guyon is a professor of Applied Mathematics at École nationale des ponts et chaussées, one of the oldest and one of the most prestigious French Grandes Écoles, where he holds the BNP Paribas Chair Futures of Quantitative Finance, and a visiting associate professor in the Department of Finance and Risk Engineering at the NYU Tandon School of Engineering. He is also an adjunct professor in the Department of Mathematics at Columbia University (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 previously an adjunct professor at the Courant Institute of Mathematical Sciences, NYU; at Baruch College, City University of New York; at Université Paris Diderot; and at École nationale des ponts et chaussées.

Julien received the 2025 Quant of the Year award by Risk. He is also a Louis Bachelier Fellow. He serves as an Associate Editor of Finance & Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, and Journal of Dynamics and Games.

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.

Quantitative finance, option pricing, probability theory