Founding Partner, Kepos Capital LP
Dr. Robert Litterman is a founding partner of Kepos Capital—a New York City based systematic global macro firm—and the Chairman of the Kepos Capital Risk Committee. Prior to launching Kepos Capital in 2010, Litterman enjoyed a 23-year career at Goldman Sachs & Co., where he served in research, risk management, investment, and thought leadership roles. He oversaw the Quantitative Investment Strategies Group in the Asset Management division.
While at Goldman, Litterman also spent six years as one of three external advisors to Singapore’s Government Investment Corporation (GIC). Litterman was named a partner of Goldman Sachs in 1994 and became head of the firm-wide risk function. Prior to that role, he was co-head of the Fixed Income Research and Model Development Group with Fischer Black. During his tenure at Goldman, Litterman researched and published a number of ground-breaking papers in asset allocation and risk management. He is the co-developer of the Black-Litterman Global Asset Allocation Model, a key tool in investment management, and has co-authored books including The Practice of Risk Management and Modern Investment Management: An Equilibrium Approach (Wiley & Co.).
