The standard way is to romanizel 김서연 as Kim Seoyeon, but the standard has a provision that one can hyphenate the two syllables in the given name, as in Kim Seo-yeon. In practice, I think most people don't know or care about such rules, partly because there was no sensible and stable rule until fairly recently.
Hyphenation is sometimes important because romanized spelling can't accurately represent Korean syllables.
For example, if you romanize 김연구 as Kim Yeongoo, some people might read it as 김영우. By hyphenating, 김연구(Kim Yeon-goo), 김영우(Kim Yeong-oo or Kim Yeong-woo), and 김영구(Kim Yeong-goo) will all be clear.