Heather Geiger Email & Phone Number

Toronto, Ontario, Canada

Toronto, Ontario, Canada

Toronto, Ontario, Canada

Toronto, Ontario, Canada

Toronto, Canada Area

Data Scientist and Technical Consultant in Cognitive Forecasting practice, IBM Consulting Canada

Toronto, Canada Area

Responsible for completing an in-depth, term-long macro-economic research project to identify potential pricing in economic channels with the goal of tying longer horizon signals to fundamental variables that can be forecasted and tracked without data mining returnsSelected project experience: Remodeled a successful equity forecasting strategy using over 100 macro-economic variables and 30 years of country-level returns; Researched which cash-flow channels are priced by constructing portfolios assuming perfect foresight; Simulated changes in the accuracy of the forecast at each degree of error, and determined the most robust channels under varying levels of uncertainty; Presented best performing and most robust channels from each of 3 asset class returns at 4 different time horizons to the team; Concluded perfect foresight IRs in the macro space appear to be only 15% linked to market returns; pending further research before implementation

Toronto, Canada Area

Intern Analyst, CPPIB & WCM program - Equity Trading | Global Capital Markets | Public Market Investments; Produced a daily report detailing P&L changes of a $50 million portfolio, relevant news stories, and market shifts; Built a dynamic, interactive app in R and JavaScript to help the senior portfolio manager allocate team resources and track project progress; and designed a program shell to automate daily post-trade analysis; Researched differing IPO processes in 45 countries worldwide – work shared with senior management across public market groups including Chief Investment Officer; Conducted statistical analysis on 3 years of trade data across 5 regions to identify most successful trade execution strategies; Rotational cross training program in GCM– week spent with each FX and Fixed Income teams; reported on and presented learnings to all of GCM

Montreal, Canada Area

Data analysis in SAS and Excel to assist in costing projects. Market and in-house research and data compilation to help determine the value of a future partnership. Competitive research on best insurance products on the market world-wide. Market research for emerging insurance products. User-testing for new customer-centric, web-based insurance tools. Coordinated volunteers to test a new insurance technology.

Bachelor Of Computing (Hons.)

Activities and Societies: Queen's Capital Investment Committee - part of a team managing and investing $100,000 of donated capital.

High School Diploma (Honours), French Immersion Certificate, International Baccalaureate Certificate

Activities and Societies: Students' Union Representative Alexander Rutherford Scholarship Recipient Senior Field Hockey Team (2013-2015).