The Excel Derivatives Periscope


Owner, main architect and developer of Deriscope is Ioannis Rigopoulos.

Since 2009 Ioannis has devoted himself into developing a Derivatives Valuation tool that draws on his own experience as a quant and aims at resolving the several problems both analysts and traders face during their effort to price and risk manage derivative products.

A detailed description of Deriscope's mission can be found here.

Ioannis holds an M.S in Theoretical Physics of Elementary Particles from Brown University, RI and an M.B.A. from Stern School of Business at New York University.

His professional career in front office trading and risk management spans a 16-year period from 1993 to 2009. After a brief exposure as Options & Futures portfolio manager with Republic National Bank of New York in New York and as analyst and Options trader with the Equity Derivatives Department of Lehman Brothers in Frankfurt, Ioannis moved to his eventual long career role as Quantitative Analyst for Exotics Trading in all asset classes. In that capacity he worked for Deutsche Bank in Frankfurt, New York and London from 1996 to 1999 holding the title of Vice President. Then he moved to Dresdner Kleinwort Wasserstein in London until 2006 as member of the Hybrids and Credit Derivatives Model Validation team and finally to UBS, also in London, until 2009, where he was Director and global co-head of the 13-member-strong Phi front office quantitative development team in the area of Fixed Income and Hybrid Products.