Why is the j sound written with a g?
heard as hypojymnia
spelled hypogymnia
Because English softens g before e, i and y, which is why hypojymnia is written hypogymnia.
What the ear did
It is the same rule that gives gymnasium, gypsum, gymnastics and gyroscope their j sound while the letter stays g. Once you know the second half is gymnos, naked, the spelling follows without any help from the ear.
H-Y-P-O-G-Y-M-N-I-A
The full entry for hypogymnia covers the name itself.