Stephen attended the Juilliard School in New York.
Stephen started his career doing stand up comedy in Chicago. Stephen opened for comedian/writer Robert Schimmel (In Living Color) at the Improv Comedy club owned by the family of actress Jami Gertz.
Stephen's sister, Kim Foxx, is the Cook County States Attorney in Illinois.
Stephen also trained and performed at Second City and the Improv Olympic theatre in Chicago.