Summary
Hitoshi Kato is a seasoned structurer and quantitative finance professional with 13 years’ experience designing, valuing and marketing multi-asset and derivative solutions across Japan’s institutional and retail markets. Currently Head of New Business Solutions Marketing at Munich Re Japan, he combines hands-on quant model development and backtesting with client-facing product design, having launched retail funds, structured notes and QIS strategies at Deutsche Bank and SMBC Nikko. His background spans valuation control for complex fixed income and inflation-linked products at J.P. Morgan to execution trading and market-microstructure-driven simulations at Mitsubishi UFJ, giving him rare end-to-end expertise from trade execution to automated product lifecycle management. Known for translating sophisticated quantitative methods into clear client materials and automated tools, he routinely bridges technical teams and non-technical stakeholders to deliver pragmatic, risk-aware solutions.
12 years of coding experience
Master of Science (MS), Applied physics, Master of Science (MS), Applied physics at Keio University
Japanese, English, Italian