Hilary Till is a co-founder and principal of Premia Capital Management, LLC.
In addition, Ms. Till provides advice on risk-management and derivatives trading issues through Premia Risk Consultancy, Inc.
She is also the co-editor of Intelligent Commodity Investing, a bestseller for Risk Books.
Before co-founding Premia Capital, Ms. Till held positions in expert-system development, derivatives risk-management system development, foreign-exchange derivatives research, over-the-counter (OTC) equity derivatives research and trading, OTC interest-rate derivatives trading, commodity futures trading, commodity-index portfolio management, and fixed-income risk-management policy development.
Her previous positions include her appointment as Chief of Derivatives Strategies at Putnam Investments; and prior to joining Putnam Investments, Ms. Till was a quantitative analyst at Harvard Management Company. While at Putnam Investments, Ms. Till represented the firm on derivatives matters to U.S. regulatory agencies, the company’s mutual fund trustees, and to Putnam’s institutional clients.
In addition to her responsibilities at Premia Capital, Ms. Till is involved in the following academic and professional associations:
Ms. Till is a member of the North American Advisory Board of the London School of Economics and Political Science;
She serves on the Commodities & CTAs Curriculum Committee of the Chartered Alternative Investment Analyst (CAIA) Association; is a member of CAIA’s Exam Council; and is also a steering committee member of the Chicago chapter of CAIA;
Ms. Till is a steering committee member of the Chicago chapter of the Professional Risk Managers’ International Association (PRMIA);
She is a Fellow at the Arditti Center for Risk Management in DePaul University’s Finance Department in Chicago;
Ms. Till was named to the Federal Reserve Bank of Chicago’s Working Group on Financial Markets in 2011; and
She is a Research Associate at the EDHEC-Risk Institute. (The EDHEC-Risk Institute is an EDHEC Business School research centre, which is based in Nice, France.)
Her research on behalf of the EDHEC-Risk Institute has been cited in the Journal of Finance and in the Journal of Structured Finance as well as being cited in studies and reports published by 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, and by the G20 Study Group on Commodities. The U.S. Federal Energy Regulatory Commission has also cited Ms. Till’s work.
Ms. Till’s research has also been cited in studies sponsored by the Organization for Economic Co-operation and Development (OECD), the European Parliament, and by the U.S. Energy Information Administration. In addition, she has presented her research on the commodities futures markets to the following institutions: the U.S. Commodity Futures Trading Commission, the International Energy Agency, and the U.K. Financial Services Authority.
She has served as a reviewer for the Journal of Alternative Investments and the Financial Analysts Journal. Her articles have been summarized in both the CFA Digest and in the CFA Institute’s Literature Review as well as being included in the Chartered Alternative Investment Analyst curricula.
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.
Joseph Eagleeye is a co-founder and principal of Premia Capital Management, LLC.
In addition, Mr. Eagleeye has advised investment firms on hedging strategies, benchmark construction, index replication strategies, portfolio construction, performance attribution, and risk management. Mr. Eagleeye presently provides these services through Premia Risk Consultancy, Inc.
He is also the co-editor of Intelligent Commodity Investing.
Before co-founding Premia Capital, Mr. Eagleeye was a senior derivatives strategist at Putnam Investments. While at Putnam, Mr. Eagleeye researched, back-tested and implemented systematic, relative-value derivatives strategies, which spanned the bond and commodity markets, as well as co-managing Putnam’s institutional commodity program.
Prior to joining Putnam Investments, Mr. Eagleeye developed trading applications for Morgan Stanley’s Equity Division, and proprietary computer models for an urban economics consulting firm.
He has co-authored chapters for the following edited books: The New Generation of Risk Management in Hedge Funds and Private Equity Investments (Euromoney), Commodity Trading Advisors: Risk, Performance Analysis, and Selection (Wiley), Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation (Wiley), and The Handbook of Inflation Hedging Investments (McGraw Hill).
Additionally, Mr. Eagleeye has co-authored the following articles: “Implicit Options in Hedge Fund Products” (Derivatives Week), “Traditional Investment Versus Absolute Return Programmes” (Quantitative Finance), “Timing is Everything, Especially with a Commodity Index” (Futures Magazine), “Challenges in Commodity Risk Management” (Commodities Now), and “Risk Management & Portfolio Construction in a Commodity Futures Programme” (Commodities Now).
Mr. Eagleeye holds a B.S. in Applied Mathematics from Yale University and an M.B.A from the University of California at Berkeley.
Katherine Farren, CAIA, is an associate of Premia Capital Management, LLC. She is responsible for the operational aspects of Premia Capital’s activities.
Ms. Farren is a Chartered Alternative Investment Analyst; and is also an associate of Premia Risk Consultancy, Inc.
Prior to joining Premia Capital, Ms. Farren was completing her M.B.A. degree from Suffolk University in Boston, MA. Previously, Ms. Farren was employed by Putnam Investments where she was responsible for implementing trades in the global futures markets for the firm’s Derivatives Trading Group.
In addition to holding an M.B.A., Ms. Farren has a B.A. from Saint Anselm College in Manchester, New Hampshire.
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