Hilary Till is the Solich Scholar at the J.P. Morgan Center for Commodities (JPMCC), University of Colorado Denver Business School; a member of the JPMCC’s Research Council; and the Contributing Editor of the JPMCC’s Global Commodities Applied Research Digest. She has presented on behalf of the JPMCC at the Commodity and Energy Markets Conference at Oxford University on the topic of “Commodity Trading Strategies, Common Mistakes, and Famous Debacles.”
Ms. Till is also a principal of Premia Research LLC, which designs investment indices that are calculated by S&P Dow Jones Indices. Prior to Premia, Ms. Till was the Chief of Derivatives Strategies at Putnam Investments where she oversaw the strategy development and execution of about $90 billion annually in exchange-traded and over-the-counter derivatives; and before Putnam, Ms. Till was a Quantitative Analyst at the Harvard Management Company, the university’s endowment firm. Ms. Till’s additional academic affiliations include her membership in the North American Advisory Board of the London School of Economics and her position as a Research Associate at the EDHEC-Risk Institute in Nice, France.
Ms. Till is a member of the Federal Reserve Bank of Chicago’s Working Group on Financial Markets. She has provided seminars (in Chicago) to staff from the Shanghai Futures Exchange, China Financial Futures Exchange, Zhengzhou Commodity Exchange, and the Dalian Commodity Exchange. Ms. Till is also a board member of the International Association for Quantitative Finance and has frequently participated in professional society meetings in New York City.
Ms. Till has presented her analyses of the commodity futures markets to the following institutions: the U.S. Commodity Futures Trading Commission, the International Energy Agency, and to the (then) U.K. Financial Services Authority. She has been a panel member at both the U.S. Energy Information Administration’s workshop on the “evolution of the petroleum market and [its] price dynamics” and the Bank of Canada’s joint roundtable with the International Energy Forum on “commodity cycles and their implications.” In addition, she is the co-editor of the best-selling Risk Book (London), Intelligent Commodity Investing.
Her articles have been cited in the Journal of Finance, Journal of Derivatives, and Journal of Structured Finance, and in the Harvard Law School Bankruptcy Roundtable as well as being cited in studies and reports published by researchers at the Bank of Canada, the Bank of Japan, the Banque de France, the European Central Bank, the Bank for International Settlements, the International Monetary Fund, the World Bank, the International Organization of Securities Commissions (IOSCO), the U.S. Senate’s Permanent Subcommittee on Investigations, the U.S. Federal Trade Commission, the United Nations Conference on Trade and Development, the Institute of International Finance, the World Bank, the U.S. Federal Energy Regulatory Commission, and at the Reserve Bank of Australia. Ms. Till’s research has also cited by the G20 Study Group on Commodities and by the International Swaps and Derivatives Association (ISDA) in its effort to pull “together facts, data and research from government, academia and think tanks about the causes of commodity price changes and volatility.” In addition, Ms. Till’s research has been cited in studies sponsored by the Organization for Economic Cooperation and Development (OECD), the European Parliament, the U.S. Energy Information Administration, and by the German Federal Ministry of Finance.
Ms. Till has a B.A. with General Honors in Statistics from the University of Chicago and an M.Sc. degree in Statistics from the London School of Economics (LSE). She studied at the LSE under a private fellowship administered by the Fulbright Commission.