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Robert Litterman

Senior Partner, Kepos Capital

Robert  Litterman
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Robert Litterman is the Chairman of the Risk Committee of Kepos Capital LP, a globally focused asset management firm, and recently retired from a 23-year career at Goldman, Sachs & Co., where he served in research, risk management, investments and thought leadership roles.

While at Goldman, he co-developed the Black-Litterman Global Asset Allocation Model with the late Fischer Black. Bob is also the inaugural recipient of the S. Donald Sussman Fellowship at MIT's Sloan School of Management.Bob earned a Ph.D in economics at the University of Minnesota; he taught at MIT and worked at the Federal Reserve Bank of Minneapolis before moving to Goldman Sachs in 1986.

Bob retired from Goldman at the end of 2009 after heading both the firm’s risk department and the quantitative group in the asset management division. Bob was one of the original inductees into Risk Magazine’s Risk Hall of Fame, he received the Nicholas Molodovsky Award from the CFA in 2008, and was also the recipient of the 2008 International Association of Financial Engineers (IAFE) Financial Engineer of the Year award.

He was appointed as an adviser to the Singapore GIC Board Investment Committee and Risk Committee from 2004 to 2010. Bob currently serves on the boards of the World Wildlife Fund, the Commonfund, and the Sloan Foundation and he also serves as an advisor to the Robert Wood Johnson Foundation.

Bob and his wife Mary live in Short Hills, New Jersey.