Deriscope is a sole proprietorship established in Germany since 2009 and owned by 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.
The marketed software product relies on decades of work of first class quants who have managed to build the very powerful QuantLib and ORE financial analytics libraries. It is essentially a repackaging of these libraries into an application that can be directly consumed by the financial industry end users, such as traders, risk managers, consultants etc.
The Deriscope website was launched in 2013 and its commercial product hit production in 2019. It currently assists the daily work of professionals employed by several companies in activities ranging from trading to risk analysis and consulting.
Mr Rigopoulos' academic credentials include an MS in Theoretical Physics of Elementary Particles from Brown University, RI and an MBA 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 Quant and Quantitative Developer 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