Robert Litterman is the Chairman of the Risk Committee at Kepos Capital LP. Prior to joining Kepos Capital in 2010, Litterman enjoyed a 23-year career at Goldman, Sachs & Co. Bob was named a partner of Goldman Sachs in 1994 and became head of the firm-wide risk function. He is the co-developer of the Black-Litterman Global Asset Allocation Model. Dr. Litterman also chaired the CFTC Climate-Related Market Risk Subcommittee, which published its report, “Managing Climate Risk in the U.S. Financial System,” in September 2020.
Dr. Litterman earned a Ph.D. in Economics from the University of Minnesota and a B.S. in Human Biology from Stanford University.