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He was the son of Etienne Romilly, a French migrant in London, and his wife Judith de Montsallier. His brother Peter was father of Samuel Romilly. He was in business with Samuel Fludyer and his brother Thomas.
- Agnew, David Carnegie Andrew (1871). Protestant Exiles from France in the Reign of Louis XIV, Or, the Huguenot Refugees and Their Descendants in Great Britain and Ireland. Reeves & Turner. p. 260.
- The Gentleman's Magazine. E. Cave. 1818. p. 391.