Soon after Bob Sternfels took the top job at the consulting giant McKinsey a few years ago, he embarked on an around-the-world tour to meet with the lowest rung of managers at the firm.

The conversations largely took place outside; Sternfels is prone to walking meetings and finds that a jaunt out of an office can elicit more candid feedback than staring at someone across a conference table. What many of the young managers discovered, though, is that a walk with Sternfels, a former Stanford water-polo player, is more often akin to a light jog.