Robert Bruce Litterman (born 1951) is chairman of the Risk Committee and a founding partner of Kepos Capital in New York.
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.
[2][3] The model solves a seemingly simple yet perplexing problem: it is difficult to consistently estimate expected returns from various assets.
[1][9] He created the EZ Climate carbon pricing model, joint with Columbia University's Kent Daniel and Gernot Wagner.
[10] He led the Climate-Related Market Risk Subcommittee of the Commodity Futures Trading Commission (CFTC).