Formal:
* Je suis né(e) à Burnaby. (This is the most literal and formal translation.)
Informal:
* Je suis né(e) à Burnaby. (This is still grammatically correct and widely understood.)
* Je suis de Burnaby. (This means "I am from Burnaby" and is more common in casual conversation.)
Note: You'll need to use "né" if you are male and "née" if you are female.