Julien Guyon

Julien Guyon is a researcher at the Applied Probability team of CERMICS (École des Ponts ParisTech), where he joined in September 2022 after 16 years as a quantitative researcher in finance at Société Générale and Bloomberg L.P. He held adjunct professor roles at Columbia University and NYU’s Courant Institute (2015–2022), as well as at Université Paris Diderot and École des Ponts ParisTech. He serves as an Associate Editor for Finance & Stochastics, SIAM Journal on Financial Mathematics, and Journal of Dynamics and Games, and is a Louis Bachelier Fellow.

• Research Interests: Nonlinear option pricing, volatility modeling, optimal transport, numerical probability, and sports analytics (e.g., FIFA/UEFA competition design).
• Key Contributions: Developed a fairer FIFA World Cup draw method adopted by FIFA/UEFA, and pioneered joint calibration of S&P 500/VIX smiles using stochastic volatility models. His work bridges financial mathematics and real-world applications in sports.

Awards: Louis Bachelier Fellow (2022).

Advising & Grants: While specific grants or students are unmentioned, his research has significantly influenced financial markets and sports tournament design through collaborative projects with institutions like CERMICS and his industry work.