Often when talking to third-party systems/softwares, there is a requirement to transmit a Julian date in the file. A similar requirement here I had to pass today’s date formatted in Julian in the EFT file which was being generated using Electronic Reporting in Dynamics 365 Finance. To accomplish this, I used below formula in formula editor of electronic reporting. I am using today’s date here however as per your need, you can change that to a date from a data source/field as needed.
So today’s date, 5/12/2020 gets converted to Juian date 20133