The Excel Derivatives Periscope


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

Mr Rigopoulos 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, Mr Rigopoulos 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 and finally to UBS, also in London, until 2009, where he was Director and global head of a 13-member-strong Model Validation team.

Since 2009 Mr Rigopoulos 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 continue to face as they deal with the ever complicated world of Options and Derivatives.