2026 // MARKET RISK & VALUE-AT-RISK
Market Risk Engine
A full-revaluation VaR engine across five scopes (calibration, Monte Carlo scenarios, full reval, decomposition, and nested-path simulation) anchored to real IG market data.
Bocconi Graduate & M.Sc. Student at Universität Liechtenstein
ANDREA
ANDREA
LANDINI.
I research quantitative finance and computational modeling, focusing on stochastic volatility models and Monte Carlo simulations, and I develop and test models using Python and C++.
Core Competencies
From mathematical finance to production.
01
Theory made Code
Translating stochastic calculus into production-grade C++, robust, documented, and benchmarked.
02
Model Validation
Python-driven testing of pricing models against market data with statistical rigor.
03
Self-Built Strategies
Designing, coding, and validating strategies grounded in stochastic methods.
