Julien is a visiting researcher in economics at Ecole Polytechnique (Palaiseau) and head of the QIS Lab at BNP Paribas. He has 20 years experience working on quantitative and systematic strategies in all asset classes. His research covers allocation processes, alternative risk premia and hedging. Julien used to be head of, cross-asset quant strategy at Societe Generale. He teaches credit derivatives at Paris 6 University, and machine learning and quant strategies at Paris 7 University. He graduated from Ecole Polytechnique in 1997.