The IMF is the International Monetary Fund. They are an international organization promoting global intercooperation, based in Washington DC. They have nothing to do with contests or monetary distributions to private individuals. They deal directly only with member countries.
The IMF is aware of scams perpetrated in their name. They warn about this on their website.
This caller is just phishing for your private identifying information and hoping to steal as much money as you will let the have to collect your nonexistent winnings.
Block their phone calls. Send no money. Keep in mind always that any message from any stranger with news that is much too good to be true is going to be a scam, each and every time.
Just checking in to see if you need more help or any clarification of my answer. If so, please reply here on this question thread.