I don't know the Julia language myself, but CodeRunner should be usable with any language that you can run on the Jobe server (Linux-based). You will just have to install Julia on Jobe then write a question type that scripts the execution of a Julia program. See the documentation, here for the general instructions.
I see that Julia uses BLAS which fires off lots of worker threads, so you'll probably need to set a higher value for the maximum number of processes e.g. try
in the sandbox parameters field of the Advanced Customisation panel. You might also find it needs more memory - if you get unexpected exceptions set the Memory Limit (MB) field in the same panel to several gigabytes, or to 0 to turn off memory limit checking.