Robert Litterman

Robert Bruce Litterman is chairman of the Risk Committee and a founding partner of Kepos Capital in New York. Prior to Kepos Capital, Litterman spent 23 years at Goldman Sachs, where he was head of the Quantitative Resources Group in Goldman Sachs Asset Management for 11 years, starting in 1998. Prior to that position, Litterman headed the firm-wide risk department from 1994 to 1998, and prior to that he was the co-head of the model development group in the research department of Goldman Sachs' Fixed Income Division. He was the co-developer of the Black-Litterman mathematical model for portfolio allocation.
He earned a Ph.D. in economics from the University of Minnesota in 1980.