Robert Litterman

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Robert Litterman
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Occupation Founder and Partner
Employer Kepos Capital LP
Location New York

Robert Litterman is a founder and partner at Kepos Capital LP and chair of the firm’s risk committee. He is also a member of the OCC's board of directors. He retired in 2009 from a 23-year career at Goldman, Sachs & Co., where he served in research, risk management, investment, and leadership roles and oversaw the Quantitative Investment Strategies group and the Global Investment Strategies group.[1]

In November 2019, Litterman was appointed chairman of the Commodity Futures Trading Commission's newly-established Climate-Related Market Risk Subcommittee.[2]

He is the co-developer, along with the late Fischer Black, of the Black-Litterman Global Asset Allocation Model which is used in asset allocation. He is also a member of the board of the World Wildlife Fund.[3]

Litterman was awarded the 2008 IAFE/SunGard Financial Engineer of the Year award.[4]

Background

Litterman held several positions at Goldman Sachs, including head of the firm wide Risk Department and co-director of the Fixed Income Division. Before joining the firm in 1986, he was an assistant vice president in the Research Department of the Federal Reserve Bank of Minneapolis and an assistant professor in the Economics Department at the Massachusetts Institute of Technology.

Education

BS in Human Biology from Stanford University, 1973

PhD in Economics from the University of Minnesota, 1980

References

  1. Robert Litterman. CFA Institute.
  2. OCC Congratulates Robert Litterman on Appointment as Chair of CFTC Climate-Related Market Risk Subcommittee. OCC.
  3. Robert Litterman. World Wildlife Fund.
  4. IAFE Annual Conference 2009. IAFE.
Last modified on 15 November 2019, at 12:45