It's usually assumed that Eregion was founded by Celebrimbor, the grandson of Fëanor, but Tolkien never explicitly states this. In the published works, his only definite comment on Eregion's foundation is from the appropriate entry in the Tale of Years (The Lord of the Rings Appendix B): '750 Eregion founded by the Noldor.' This is a curiously general statement: Celebrimbor's history is well developed in the book, and we would expect his name to appear here if he was Eregion's founder.
In Unfinished Tales of Númenor and Middle-earth, we glimpse a possible explanation. This makes it clear that, at least for a time, Tolkien considered Eregion to have been founded by Galadriel and Celeborn before they settled in Lórien. It isn't clear to what extent this should be taken as 'historical' fact, and it isn't completely consistent with the statement in The Lord of the Rings (because Celeborn wasn't of the Noldor), but it remains an interesting possibility.