PhD candidate in Applied Mathematics, Center for Research in Economics and Statistics (CREST) and ENSAE
Julien Royer is a PhD candidate in Applied Mathematics at the Center for Research in Economics and Statistics (CREST) and ENSAE. He holds a master's degree in Economics and Financial Engineering from Paris Dauphine University and a master's degree in Quantitative Finance and Risk Management from ENSAE. Prior to his doctoral research, Julien was a systematic strategies structurer at Société Générale CIB in New York and he is currently a quantitative researcher at BFT Investment Managers, a subsidiary of Amundi.
Julien Royer's research focuses on Financial Econometrics and his academic work deals with the memory property of financial time series and its implication for volatility modeling, risk measures inference and portfolio construction.