Jim Tilley is a Canadian-American poet, mathematician, and author of four poetry collections, a personal essay, and a novel. His work has been reviewed in Library Journal and Kirkus Reviews, and has appeared in several literary publications, including Ploughshares, Virginia Quarterly Review, Alaska Quarterly Review, and the Southern Review. He has won the Wabash Prize for Poetry (Sycamore Review), the Firman Houghton Award (New England Poetry Club), an International Publication Award (Atlanta Review), an Editors’ Choice Award (RHINO Poetry), and is a four-time Pushcart Prize nominee. ​

​Born and raised in Québec, Jim holds a Bachelor's degree in physics from McGill University and a doctorate in physics from Harvard. After earning his PhD, Jim pivoted to actuarial science and established himself as a prominent thought leader in that field. During his 25-year career in insurance and investment banking, he published several prize-winning papers. His research played a historic role in the development of asset/liability management, emphasizing the importance of market values of both assets and liabilities and the criticality of cash flow management. His research was the first to prove that American options could be priced properly using Monte Carlo simulation, a concept that was previously thought to be impossible. His seminal paper on that topic has been cited over 400 times.

​During his working career, Jim served as Morgan Stanley’s Global Head of Fixed Income Research and Chief Information Officer for Institutional Securities. For two years, he worked to help fund the California Earthquake Authority. In his retirement, he studied creative writing through workshops at Middlebury’s Bread Loaf Writers’ Conference, Sarah Lawrence College, and others.