About me
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.
July 2026 - Nov. 2026
AXA
Market/Credit Risk Analyst
Winterthur, ZH (CH)
- MotivationI wanted to see credit and market risk from the side of a large insurer, where long-dated liabilities mean risk is managed as a portfolio rather than deal by deal. Credit assessment is where quantitative models meet judgement: a default probability or loss distribution is only useful if you understand the obligor, the structure and the assumptions behind the number.
- ContributionThe credit risk engine and the market risk work on this site grew from the same interest. This role is a chance to bring that modelling approach to how risk is measured and reported in practice.
- ExperienceApplying credit and market risk analysis in an insurance setting, and testing my own models against real reporting and portfolio-level requirements.
Sept. 2023 - March 2024
Deloitte
Financial Services Industry, Audit & Assurance
Milan (IT)
- MotivationI joined to learn how banks and asset managers value their positions and judge their own risk, and to be challenged on that by people who review it for a living. Working on banking clients, I kept coming back to how credit exposures are assessed, provisioned and hedged, which is where my interest in credit risk and credit assessment began.
- ContributionA habit of questioning every input and documenting why a model output can be trusted, which I carry into the models I build and test today.
- ExperienceAudit & Assurance for financial services clients in Milan: a demanding way to learn what sits behind the numbers in financial statements and how assumptions move reported values.