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Bob Litterman recently retired from a 23-year career at Goldman, Sachs & Co. in research, risk management, investments and thought leadership roles. He oversaw the Quantitative Investment Strategies Group, a portfolio management business formerly known as the Quantitative Equities and Quantitative Strategies groups, and Global Investment Strategies, an institutional investment research group.
Bob is Chairman of the advisory board at Kepos Capital, and for the past six years he has been one of three external advisors to Singapore's Government Investment Corporation (GIC). Bob 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, Bob researched and published a number of groundbreaking 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.). Bob earned a Ph.D. in Economics from the University of Minnesota and a B.S. in Human Biology from Stanford University. He currently serves on a number of boards, including Commonfund, the Sloan Foundation and World Wildlife Fund（https://www.keposcapital.com/leadership）.
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