Hilary Till is co-founder and principal of Premia Capital Management, LLC, a proprietary investment and research firm focused on the natural resources futures markets. At Premia, Till created a systematic investment process with elements including trade discovery, trade construction, strategy bucketing, dynamic correlation analysis, portfolio construction, risk management, event-risk analysis and macro portfolio hedging.
In 2007, she co-edited the book Intelligent Commodity Investing with Premia colleague Joseph Eagleeye.
Till is a principal of Premia Risk Consultancy, Inc., which provides advice on complex financial topics to institutional investment firms. Till presented her research on oil price formation to the Oil Industry and Markets Division of the International Energy Agency in March 2009. She also advises on portfolio management, fund governance and natural-resources investing as well as on derivatives hedging strategies and risk management policies.
In 2003, Till was awarded a grant by the Foundation of Managed Derivatives Research to review prominent hedge fund research for a peer-reviewed journal. 
She also serves on the North American advisory board of the London School of Economics; is a research associate at the EDHEC-Risk Institute; is a Fellow at the Arditti Center for Risk Management,DePaul University; and is a member of the steering committee for the Chicago chapter of the Professional Risk Managers' International Association.
In 2011, she was named to the Federal Reserve Bank of Chicago’s Working Group on Financial Markets.
Till is a member of the Curriculum Committee of the Chartered Alternative Investment Analyst Association (CAIA); and has served as a reviewer for the Financial Analysts Journal and the Journal of Alternative Investments.
Before co-founding Premia Capital, she was chief of derivatives strategies at Putnam Investments and oversaw the strategy development and execution of about $90 billion annually in exchange-traded and over-the-counter derivatives. She also led the management of a commodity futures fund whose clients included an Asian sovereign fund, a U.S. multinational 401K retirement plan and a union pension plan. Also, Till designed a diversified-strategy risk management system for global bond and commodity products.
Prior to Putnam Investments, Till was a quantitative analyst at Harvard Management Company. She provided quantitative and programming support for domestic and international equity derivatives portfolio managers. She also launched the firm's commodity futures program under a senior portfolio manager. 
Till holds a bachelor of arts with general honors in statistics from the University of Chicago and an M.Sc. in statistics from the London School of Economics (LSE). She studied at the LSE under a private fellowship administered by the Fulbright Commission.
Papers & Presentations
Has There Been Excessive Speculation in the US Oil Futures Markets?
Intelligent Commodity Investing
Trading Strategies in the Current Commodity Market Environment
Separating the Wheat from the Chaff: Backwardation as the Long-Term Driver of Commodity Futures Performance
On The Role Of Hedge Funds In Institutional Portfolios
The Capacity Implications of the Search for Alpha
Weighing the Cost of Illiquidity
Returns-Based Analyses of Hedge Funds
Measure for Measure
RISK MANAGEMENT ISSUES IN LEVERAGED FUTURES TRADING
“Intelligent Commodity Investing” • Risk Books, 2007. (Editors: Hilary Till and Joseph Eagleeye)
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