Mitsuhisa Hirose

MS in Financial Engineering

Mitsuhisa Hirose had nine years of professional experience at Mizuho Bank, where he worked on derivatives pricing and C++/Java/VBA implementation. As Vice President of the Market Development Division, he researched and developed new pricing methodologies for interest rate, FX, and credit derivatives, in the context of XVA and the recent derivatives regulations. Prior to that, he was a member of the bank’s quantitative analytics group in London, where he worked on Libor market models with stochastic volatility for pricing exotic interest rate derivatives. Through the MS in Financial Engineering program, Mitsuhisa has deepened his understanding of financial markets as well as to further develop his mathematical and computational abilities. Having worked in the post-crisis financial market, he is interested in new risk management and pricing frameworks which are now developing in the industry. Mitsuhisa received a Bachelor’s degree in economics from the University of Tokyo as the departmental valedictorian in 2006.

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