Zafrin Nurmohamed

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.