The others are correct, there is not MJ to EU conversion directly.
However you can use a ThermalExpansion Igneous Extruder to make free Cobblestone (no energy required), and set a Magma Crucible next to it to make lava (no piping required), then pipe the Magma Crucible lava to a IC2 Geothermal Generator.
20,000 MJ on Cobble makes 1 lava bucket. 1 lava bucket on a IC2 Geo makes 20,000 EU @ 20 EU/t. So this is a 1:1 conversion. If you use netherrack you can do 1:2.5,
Aside from gold, the cost of the ThermalExpansion machines are relatively cheap.
It's much friendlier than IC2->BC conversion, since electrical engines are at best 2.5:1.
If you install the Power Converters mod, it does 1:1 conversion, and still requires a machine. As you can see, having the ThermalExpansion set-up is better if you want to use it long-term (plop a chest with stacks upon stacks of netherrack in it and the TE Magma Crucible will suck from it..... that will last for many real-world days).
Power Converters requires a machine to generate the 1:1 conversion, so this only consumes 1 extra space (arguably none since you can stack TE machines on top of each other and set the color codes to output the bottom and input the top).