The Excel Derivatives Periscope


Deriscope's main clients are the trading desks of banks and brokerage houses, who need pricing precision of less than a tenth of a basis point.

Other important clients include model validation teams, risk managers and consultants, who value primarily Deriscope's tight integration with Excel by their custom analysis tasks.

The academic community also increasingly embraces Deriscope as an all round tool that can aid research, teaching and studying.

Deriscope has been designed from the ground up, implemented and continually developed thanks to the full time dedication of an international team of people, who had previously held senior positions with major investment banks.

The team works under the leadership of Ioannis Rigopoulos, who was inspired to build a Derivatives Valuation and Risk Management platform after he had experienced for several years the weaknesses of the trading systems employed by several top tier banks.

Mr Rigopoulos' academic credentials include an M.S in Theoretical Physics of Elementary Particles from Brown University, RI and an M.B.A. from the 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, he moved to his eventual long career role as Quantitative Analyst for Exotics Trading in all asset classes. In that capacity he worked as a Vice President for Deutsche Bank in Frankfurt, New York and London from 1996 to 1999. 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. For more details, you may visit Mr. Rigopoulos' LinkedIn page