We propose a distribution-free approach to solving a moral hazard model in which a max-min principal hires an agent who selects the outcome distribution subject to moment constraints. Our formulation reveals that the model has an alternative interpretation of two-sided ambiguity where the principal and agent have opposing robust decision rules but form congruent expectations on the distribution selected by nature. The congruent expectation enables a reformulation of the problem into a linear program which provides a tractable approach to solving the robust contract without requiring Mirrlees-Rogerson conditions. The robust optimal contract is linear when the principal only knows the mean of the effort-outcome relationship. However, when the principal’s available information also includes the variance, a quadratic contract is robustly optimal and achieves the first best.