Latest in Volatility Modelling Workshop

Julien Guyon | Professor of Applied Mathematics and Visiting Associate Professor | Institut Polytechnique de Paris and NYU Tandon

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.