Romeo Codo

828 Avenue Roger Salengro, 92370 Chaville, France  +33(0)6 14 10 91 07  romeo.codo@essec.edu

EDUCATION
2013-present ADVANCED MASTER IN FINANCIAL TECHNIQUES / ESSEC BUSINESS SCHOOL Cergy/France
Ranked second best master in finance pre-experience 2013 by the Financial Times
CHARTERED FINANCIAL ANALYST (CFA) LEVEL 2 CANDIDATE

2007-2008 PARIS SCHOOL OF ECONOMICS Paris/France

MSc in Econometrics
Dissertation on econometric modeling of the temperature for pricing weather derivatives

2003-2008 PANTHEON-SORBONNE UNIVERSITY– ECOLE NORMALE SUPÉRIEURE ULM – E.H.E.S.S Paris/France

MSc in Economics
Dissertation on the effects of financial crises from 1987 to 2007 on the US economy

2001-2002 BACCALAURÉAT, SCIENTIFIC SECTION, SCHOOL OF APPLICATION, OBTAINED WITH HONORS Benin

EXPERIENCE
2011-2013 EDMOND DE ROTHSCHILD ASSET MANAGEMENT / INVESTMENT MANAGERS Paris/France
Performance analyst, Department of Reporting and Performance Analysis and IT
 Checked financial data prior to compute funds performance (prices, coupons, ratings, yield curve...)
 Computed fixed-income funds analytics and risk indicators on all ranges of funds (volatility, Sharpe ratio,
beta, tracking error, duration, spread measures…)
 Produced performance reports and detail analysis (exposures, allocations by sector and country, debt
issuers…) on a wide range of products for traditional and alternative investments (funds of funds and hedge
funds and fixed-income funds and EMTN)
 Produced regulatory and tailored reports in accordance with Solvency II and Basel II framework
 Implemented an internal tool for performance attribution
2010-2010 LA BANQUE POSTALE ASSET MANAGEMENT Paris/France
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
2010-2010 AXA INVESTMENT MANAGERS Paris La Défense/France
Intern, Investment Performance Service (January to May)
 Computed performance attribution on mandates (dedicated funds)
 Produced performance reports on fixed-income and equity funds in compliance with GIPS
 Performed ranking and peer-group analysis
 Developed a tool with VBA that performs reports tasks
2008-2009 DEXIA CREDIT LOCAL Paris La Défense/France
Intern, IT project management service (October to April)
 Participated on different phases of internal projects notably in designing and functional testing
 Managed internal databases for testing softwares with Business Object and SQL language
2008-2008 ASSET ALLOCATION ADVISORS (NEUFLIZE OBC ASSET MANAGEMENT) Paris/France
Intern, Risk management and quantitative research Department (May)
 Computed and monitored market risk indicators on a daily basis
 Developed a library of VaR computation with VBA and MatLab

LANGUAGE & COMPUTER SKILLS

 Language abilities (fluent in English with a score of 975/990 at the TOEIC, French is native tongue)
 Computer skills (MatLab, VBA, VB6, SQL Server, Business Object, R, SAS, Stata, LateX, Bloomberg,
MorningStar, Omega, DataStream, Decalog, FinInfo, EcoWin, Reuters)

ACTIVITIES & INTERESTS

 Candidate member of CFA France society
 Chinese martial arts
 Indoor football with friends and colleagues