"Guy" is a French name, it's pronounced the same way a Brazilian Jiu-Jitsu Gi is pronounced. Guy rhymes with ski.
Gaetano Cisternino is his real name, and I went to the BSN one year to talk to him, assuming his name was the French spelling.
But no - it's "Guy", pronounced the way the word guy is. He spells it Guy, rather than the logical shortening of his name, which would be Gae.