The benefit of this solution is that you don't need to worry about finding him or remembering where to kill him, etc. You can just achieve it as you progress through the story line.
After you have completed the "Completed Cohen's Masterpiece" achievement, Cohen will be standing in front of his 'masterpiece' adoring it. Save your game, kill Cohen, take a picture of his corpse and the achievement will be unlocked. After the achievement is unlocked RELOAD the game! Otherwise you will miss out on another achievement further into the game.