About Me
ANDREA
ANDREA
LANDINI.
Bocconi graduate and M.Sc. student at Universität Liechtenstein, based in Vaduz. I research quantitative finance and computational modeling, with a focus on stochastic volatility models and Monte Carlo simulations. I develop and test models using Python and C++, bridging academic theory with practical market applications.
Education
- M.Sc. Finance - Universität Liechtenstein
- B.Sc. Finance - Bocconi University
Skills
- Python / C++
- Stochastic Calculus
- Monte Carlo Simulation
- Machine Learning
- Risk Modeling
Interests
- Volatility Surface Modeling
- Derivatives Pricing
- Algorithmic Trading
- Alternative Data
CAREER PATH
Sept. 2023 - March 2024
Financial Services Industry, Audit & Assurance - Deloitte
- Derivatives & Structured Products: Conducted hedge accounting reviews under IFRS 9, including tests of details using a sampling approach for cash flow hedges, fair value hedges, and net investment hedges; assessed fair value of complex instruments across Banking & Capital Markets and Investment Management portfolios.
- Quantitative Risk Assessment: Evaluated pricing and rate-structure variability, portfolio composition shifts, and performance materiality thresholds using both control-reliance and ABCOTD testing frameworks; applied statistical sampling to validate model outputs against IAS/IFRS standards.
- Market Data & Valuation: Gained hands-on exposure to front-office valuation workflows, cross-checking model-derived fair values against market data and identifying discrepancies relevant to trading and risk management decisions.