Investment Risk and Performance
Michael Krimm runs the independent portfolio analytics function at CalPERS. His team is responsible for creating transparency on CalPERS’ portfolios and investment processes in order to ensure that investment risks are intended, understood, and compensated. In addition, his team is responsible for reporting of portfolio risk and performance and for ongoing monitoring of key investment risk areas.
Prior to joining CalPERS in September 2015, Michael was Senior Investment Associate at Bridgewater Associates, an institutional asset manager in Westport, Connecticut, where he oversaw the firm’s indexed portfolios and cash investments and led client advisory work on asset allocation topics. Previously, he served as Manager at McKinsey and Company in London, focused on banking and technology strategy.
Michael holds a Bachelor of Arts, Summa Cum Laude from Claremont McKenna College, majoring in Physics and Economics. He also holds a Master of Business Administration from the University of Chicago, concentrating in Finance and Economics.