Julien Guyon has been named “Quant of the Year” by Risk, the leading financial risk management magazine. The Risk Awards are the longest-running and most prestigious awards for firms and individuals involved in quantitative finance and financial risk management.
Risk readers and contributors, which include quantitative analysts and financial engineers, voted Julien Guyon to receive the honor. Julien Guyon was recognized on November 26 at the Risk Awards 2025 ceremony in London.
Julien Guyon was selected for his overall contributions to modern quantitative finance and volatility modeling, in particular the development of path-dependent volatility models and his decisive contributions to the joint calibration of S&P 500 and VIX smiles, as well as two technical papers published in Risk in December 2023 (co-authored with with Scander Mustapha) and February 2024 (co-authored with Florian Bourgey).
He says: “I am truly honored to have been voted Quant of the Year 2025 by Risk. It is a great feeling to see my work on path-dependent volatility and on the joint calibration of S&P 500 and VIX smiles recognized by such a major award. This achievement would not have been possible without my co-authors and collaborators, whom I warmly thank, with a special thank you to Scander Mustapha and Florian Bourgey, my co-authors on the awarded papers, and to my longtime friend and co-author Pierre Henry-Labordère. I am also very grateful to Societe Generale, Bloomberg, École nationale des ponts et chaussées, and BNP Paribas for their support throughout my career. And I look forward to contributing to understanding financial markets even better in the years to come!”
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