Play "Survival Mode" using Saya or Hagi as your main character.In the final battle you'll have to fight against Moses,if you beat him he'll become available as a playable character on "Survival Mode".
Survival Mode
Beat the "Story Mode" at least once.After the ending credits,save the game and a new option on the Title Screen will appear.On "Survival Mode" you can play as Saya,Hagi,Kai and David.