Zafrin Nurmohamed

Portfolio Manager Investment Management Corporation of Ontario (IMCO)

Zafrin is a Fixed Income Portfolio Manager at IMCO (Investment Management Corporation of Ontario) and co-manages portfolios consisting of nominal and inflation-linked bonds. He utilizes systematic and discretionary trading approaches to generate alpha and develops machine learning algorithms and explainability tools to help identify market dislocations. Prior to joining IMCO in 2020, Zafrin held fixed income investing roles at CPP Investments in Toronto, Swiss Re in London, New York, and Zurich, and Butterfield Bank in the Cayman Islands. He has experience trading G10 interest rates products, including interest rate derivatives, and started his fixed income investing career in 2008 after having held roles in technology development and strategy consulting.

Zafrin holds Bachelor and Master of Applied Science degrees in Electrical & Computer Engineering from the University of Waterloo and a Master of Public Administration / International Development degree from Harvard University.

Main Day 2 | June 11th

12:05 PM 360 Perspective: Data Science: How can you harness data science and quantitative analysis for alpha generation and enhance the decision-making process?

How can you integrate alternative data sources to gain unique investment insights?
How can you apply machine learning techniques to adapt to changing market environments?
How can you leverage cloud-based data platforms to enhance scalability and efficiency?
How can you utilize natural language processing (NLP) to extract actionable insights from unstructured data?
How can you implement a systematic approach to evaluate manager performance and alpha sustainability?

Check out the incredible speaker line-up to see who will be joining Zafrin.

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