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We present medium-resolution optical spectra of the secondary star in thehigh Galactic latitude black hole X-ray binary XTE J1118+480 and determine theabundance of Mg, Al, Ca, Fe, and Ni in its atmosphere. For all the elementsinvestigated we find supersolar abundances; thus, we reject the hypothesis thatthe black hole came from the direct collapse of an ancient massive halo star.The compact primary most likely formed in a supernova event of a massive starwhose nucleosynthetic products polluted the secondary star. The observedelement abundances and their ratios can be explained using a variety ofsupernova models with a wide range of metallicities. While an explosive originin the Galactic halo or thick disk cannot be discarded, a metal-rich progenitoris clearly favored by the observed abundance pattern. This suggests that theblack hole was produced in the Galactic thin disk with a violent natal kick,propelling the X-ray binary to its current location and orbit.Comment: Accepted for publication as a letter in The Astrophysical Journa

XTE J1118+480: A Metal-rich Black Hole Binary in the Galactic Halo