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On a dark, wintry evening Simmons has offered to show me the ropes and has dressed for the occasion in a bright green paisley shirt.
"I tried to dress as if I was going on stage."
Simmons explains that although improv - by definition - is improvised, there are skills that are important to drill, like developing characters on the fly, accents or rhyming. We get to the shark in Lake Wanaka by doing an exercise where we tell a story one word each at a time.
I find the improv awkward, uncomfortable and embarrassing. But for Simmons, getting into a character's head is a means of getting out of his own.
"If improv is being done well, you completely lose yourself and it's quite meditative. It's quite beautiful. I'm a head-heavy guy and I'm always thinking ahead - that's what economics trains you to do, is think ahead about what impact actions have."
Simmons has spent most of his life working as an economist, first at Treasury, then in the UK and later at the Morgan Foundation.
He was struck by his economics epiphany mid-university OE in Egypt when he realised "all of our concerns about society, the environment or animal welfare was all white middle-class stuff because we have the luxury of being able to think past being able to feed our kids that night".
"I really wanted to focus on helping people have the basics so they could think about that bigger stuff."
The epiphany also planted the seed for politics so when Gareth Morgan called for help founding a political party in 2016 - a year before the last election - he put up his hand.
The Opportunities Party won 2.4 per cent of the vote but soon after Morgan quit as leader amid a dispute with the party.
But losing Morgan means they've lost their "sugar daddy", says Simmons, so have to campaign hard for donations and funding.
Simmons says he wouldn't be able to run if he didn't already own a two-bedroom house in Mt Cook, on the border of the Wellington Central and Rongotai electorates. But he considers Newtown his turangawaewae so is standing in the latter.
We've moved to a Thai restaurant across the road from the theatre to warm ourselves from the inside out with a thick red curry. I order a beer. Simmons sticks to water.
"There are more fun drugs," he says with a grin. TOP and Simmons are firmly in favour of reforming cannabis.
"Legalise it and tax it, we say."
I put to Simmons that he doesn't seem like a "cookie-cutter economist". He laughs and asks if there's even such a thing.
Economics is a tool, he says.
"It doesn't tell us anything about how society should look - it just says, 'if this is how you would like society to look, this is how you should organise it'.
"For me, life is about fulfilling your potential and only you know what your potential is. I know what my potential is."
And that, says Simmons, is his disposition to being drawn towards change. Even though, famously, people don't really like it.
"I'm an optimist. Humans don't like change but when they really see a need for it, they'll act."