Masaaki Shibata
JPY Rates Trader
Chiyoda, Japan
Summary
👤
Senior🎓
Top SchoolMasaaki Shibata is a seasoned JPY rates trader with 18 years' experience specializing in JGBs, yen swaps, swaptions and listed options, currently trading at Millennium after a multi-year tenure at Mizuho Securities. He blends hands‑on market making and risk-taking with quantitative techniques—principal component analysis and regression—to identify relative value and macro-driven opportunities across Japanese rates. With a Master's in Applied Economics from Hitotsubashi and graduate study at Universiteit Gent, he combines rigorous macroeconomic and international finance grounding with practical programming skills in Python, R and VBA to automate analysis and stress testing. Based in Chiyoda, Tokyo, Masaaki is notable for pairing traditional rates intuition with systematic signals rather than pursuing recruitment or public-facing quant evangelism.
18 years of coding experience
Master's degree, Applied Economics, Master's degree, Applied Economics at 一橋大学Graduate School of Economics, Graduate School of Economics at Universiteit Gent
Github Skills (5)
webpy8
python6
discord-js6
discord-bot6
discord5
Programming languages (1)
Github contributions (5)
squareweave/uniseg-python
Feb 2013 - Jan 2017
Contributions:96 commits in 3 years 11 months
tetsuya-ki/discord-jtalkbot
Aug 2020 - Oct 2020
Discordのテキストチャンネルに投稿されたメッセージをボイスチャンネルで読み上げるBotです（jtalkbotを改造したもの）
Contributions:140 commits in 2 months
discordbotdiscord-jsdiscord-bot
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