"I met billionaires who were happy to be in sweats and sneakers and went to work like that and overweight, not taking care of themselves; I met other guys in $4000 Tom Ford suits with a $500 haircut," Lewis says. "They run the spectrum."

In taking on Bobby Axelrod, the hedge fund billionaire at the centre of Billions, Lewis concedes the writers had written a larger character, with a more pronounced swagger, than he had anticipated.

"I had to adjust quite a lot at the beginning of the first season because I had not fully grasped the kind of show that they were writing," he says. "I've found Bobby to be a far more swaggering, athletic, prowling, sort of blue-collar alley cat than any of the people that I met."

Once he settled, Lewis adds, he "went to town with that, and so I used that physicality a lot for him and developed a physicality for him. Every character I play is an animal, I like the anthropomorphic shift between humans and animals."

In truth, Lewis says, the billionaire narrative is as much a gangster story as it is a story of men who think they are cowboys.

"It's the sheriff and the cowboy, it's the FBI agent and the gangster, the 1930s gangster, you can slice it how you want, but certainly this sits firmly within that mythology," he says. "Some directors have come on and said that explicitly, such as John Singleton who is from Compton, he just came on and went, he's just a gangster, I'm going to shoot this like a gangster movie."

The series stars Lewis and Paul Giamatti, as Chuck Rhoades, the attorney who is tasked with reigning in the unbridled power and wealth of the hedge fund cowboys. It also stars Malin Akerman as Lara, Bobby's wife, and Maggie Siff as Wendy, Chuck's wife.

In the first season, Bobby's power was somewhat unbridled and his moral compass seemingly well off centre. As time passed, however, he seemed to come to terms with his world and temper himself.

Going into the second season, Lewis says Bobby is not given to a lot of self-doubt, "but there are vulnerabilities which do emerge".

"First of all he goes on the attack, he files this lawsuit against Rhoades which is just saying we can't both live in this town together, it's not big enough for the two of us," he says. Then, Lewis adds, he changes tactics.

"He has now made a lot of money, but he is a nouveau-riche blue collar, arriviste young punk in this world of old money and East Coast families and I think he wants acceptance by the establishment," Lewis says. "[But] this season is full of failure for him."

Axelrod, and men like him, Lewis says, are essentially "sort of borderline sociopaths or fully fledged sociopaths".

"There are people who are able to successfully compartmentalise their emotional lives, which is why they can act without shame or guilt," he says. "For example, if you are the leader of the free world, you need to be able to compartmentalise, because you're going to have to make tough decisions. I don't see anything wrong with sociopathy ... it's just a mechanism."

But, he notes, "you have to ask yourself how healthy you are at the end of it".

In Billions, Lewis says. "everybody behaves appallingly ... Chuck, Bobby, even Wendy, even Lara, are capable of doing things that play people, that manipulate people to serve themselves. It's a world of compromise, it's a Machiavellian world. That's the world we are in."

The trick, he adds, is to make them likable, otherwise you lose viewers.

"People won't watch things for a long time where nobody is likable," he says. "They are larger-than-life characters and they do everything they do with such relish. It's written with relish and we're encouraged to perform it with relish. That way I think people will continue to watch and enjoy these characters."

Complicating things is the fact that Axelrod is, fundamentally, a good man, despite what the audience's impression, or his actions, might suggest.

"As far as we know, he pays his taxes, he employs a lot of people, he makes a lot of people very rich and he gives lots of money away," says Lewis. "So, these are saving features of his personality. He is also a good husband and good dad and a faithful husband. These are also saving graces."

And – bizarrely, perhaps – every hedge fund billionaire that Lewis has met believes that Axelrod is him.

"I don't know how closely they are watching the show because I don't think they would want to own up to that, given some of the things that Bobby does," Lewis says. "But I've had either billionaires or their employees coming up to me and saying it's so incredible, you are playing my boss."

WHAT Billions (season 2)

WHEN Stan