- Address: 5 avenue Henry Le Chatelier, Palaiseau
- Office: 4110-4113
- E-mail: Julien.Royer@ensae.fr
- Personal website: https://sites.google.com/view/julien-royer
I am a PhD student in Applied Mathematics at the Center for Research in Economics and Statistics (CREST) and ENSAE majoring in Theoretical and Financial Econometrics, under the supervision of Prof. Christian Francq and Prof. Jean-Michel Zakoïan.
My academic work deals with the memory property of financial time series and its implication for volatility modeling, risk measures inference and portfolio construction.
On the practical side, I am also a Quantitative Researcher at BFT Investment Managers, a subsidiary of Amundi.