Zafrin joined IMCO as a fixed income portfolio manager in 2020 and co-manages multi-billion dollar portfolios consisting of nominal and inflation-linked bonds. He started his fixed income investing career in 2008 after having held roles in technology product management and strategy consulting.
Zafrin utilizes both systematic and discretionary trading approaches to generate alpha and develops a combination of machine learning algorithms (e.g., recurrent neural networks, transformers, etc.) and explainability tools to help identify market dislocations. Prior to IMCO, Zafrin held fixed income investing roles at CPP Investments in Toronto, Butterfield Bank in the Cayman Islands, and Swiss Re in London, New York, and Zurich. He has experience trading G10 interest rates products including both nominal and inflation-linked bonds and interest rate derivatives.
Zafrin is actively involved with volunteering in the community and previously served on the Board of the United Way of York Region. He 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.