BNP Lisbon Non-Linear Trading – Equity Derivatives Exotic Trading

This report outlines the key projects and contributions I made during my internship with the NonLinear Trading team at BNP Paribas in Lisbon. Throughout the internship, I harnessed my Python skills to drive impactful initiatives. One standout project was the development of an automated email system that operates daily at the close of the trading session. This system provides traders with crucial insights on Client Contributions (CC) and frictions, enabling them to accurately track the day’s performance and calculate daily Profit and Loss (PnL). Another significant contribution was the creation of an application for the Head of Equity Exotic Trading. This tool allows for the monitoring of specific parameter movements over a user-defined timeframe, offering valuable insights for the corresponding book. Additionally, I actively engaged in the team’s daily operations, assisting with various trading-related analyses. This internship not only honed my expertise in financial data analysis and automation but also immersed me in the dynamic environment of a trading day within an investment bank.