Romeo Codo

+44 (0)7967 261745

romeo.codo@essec.edu

EDUCATION
2013-2015

ADVANCED MASTER IN FINANCIAL TECHNIQUES / ESSEC BUSINESS SCHOOL

Cergy/France
Ranked second best master in finance pre-experience 2013 by the Financial Times
Dissertation: Comparative analysis of systematic multi-asset allocation strategies (using Excel and Python)
CHARTERED FINANCIAL ANALYST (CFA) LEVEL 2 CANDIDATE

2003-2008

PANTHEON-SORBONNE UNIVERSITY ECOLE NORMALE SUPRIEURE ULM E.H.E.S.S

Paris/France
DEA in Econometrics
Dissertation: Econometric modeling of the temperature for pricing weather derivatives (using Matlab and R)

EXPERIENCE
2014/07-2014/12

SOCIETE GENERALE CORPORATE & INVESTMENT BANKING

Paris La Dfense/France
Intern, Financial Engineer, SG Index (Cross Asset Solutions Department) (Since July 2014)
Taking part in the development of investable index solutions (backtesting of quantitative strategies through credit,
rates and equity asset classes using Excel, VBA and Python; writing of index descriptions)
Research and develop equity factor models using statistical and fundamental approaches and fixed-income models
based on the yield curve positioning
Ensuring the follow-up and maintenance of existing indices notably with the index calculation agents (S&P Dow
Jones, Stoxx and Markit)
Liaise with Trading, Research, Marketing and IT on strategy implementation and product development issues

2011/01-2013/07

EDMOND DE ROTHSCHILD ASSET MANAGEMENT / INVESTMENT MANAGERS

Paris/France
Performance analyst and sales support, Department of Reporting and Performance Analysis and IT
Produced monthly and weekly reportings for structured products (EMTN), funds with quantitative strategies,
fixed-income funds, funds of funds and hedge funds (using Excel, SQL and Internal tools)
Provided quantitative support (computation of volatility, Sharpe ratio, tracking error, duration, beta, spread
measures, etc.) and bespoke reportings for request for proposals (RFP) and marketing teams (using Excel, VBA)
Liaised with sales and business development teams in order to provide relevant information requested by clients
(Retail, Corporate, Institutional, Family offices, Private Banking, Third Party Distribution)
Involved in GIPS standards implementation project and development of an internal performance attribution
software

2010/05-2010/08

LA BANQUE POSTALE ASSET MANAGEMENT

Corporate actions Analyst, Middle Office (May to August)
Managed corporate actions daily
Created financial instruments in pre-trade using Decalog and Bloomberg systems
Liaised with internal departments, custodians concerning clients positions reconciliation

2010/01-2010/05

AXA INVESTMENT MANAGERS

Paris La Dfense/France
Intern, Investment Performance Service (January to May)
Produced monthly reportings on fixed-income and equity funds in compliance with GIPS (using Excel and SQL)
Performed performance attribution on dedicated funds, equity and fixed-income funds (using Internal tools)
Developed a tool with VBA that performs reporting production (still used today by the team)

Paris/France

LANGUAGE & COMPUTER SKILLS

Language abilities: Advanced English (written and spoken) with a score of 975/990 at the TOEIC test; French is
native tongue
Computer skills: Proficiency in MatLab, VBA, MS Office (Excel); user of SQL, R, Bloomberg, MorningStar,
Thomson Reuters Eikon, Python

ACTIVITIES & INTERESTS

Give maths and statistics courses to high school and undergraduate students (2006 - 2010; 2014 -)
Indoor football with friends and colleagues
Chinese martial arts