This past June, Irina Shayk made headlines for jetting off to Iceland to star in a stunning series of photos, largely sans pants. For some, it was simply an eagerly awaited update on Shayk's life in the wake of reports that she and Bradley Cooper had split. But for Shayk, it held much more significance: It was the 33-year-old model's first campaign with Falconeri, an Italian cashmere and wool knitwear company that's part of the same group, Calzedonia, as Intimissimi, that discovered Shayk way back when she was in her teens.

At this point, Calzedonia is like family for Shayk—though it didn't hurt that Falconeri wanted her to travel to Iceland, either. "It was definitely on my bucket list. So I said, 'Oh my god, of course,'" Shayk recalled of the offer to become the face of the brand on Wednesday night, which found her on a makeup chair inside the Mercer Hotel. She was wearing a green Calzedonia sweater, unbuttoned to reveal her black bra on underneath—not much more, in fact, than what she wore to pose against the backdrop of icebergs in the below-zero weather of Iceland.

Within the hour, Shayk would change into a Falconeri turtleneck and skirt—a look she described as "lady in black"—and join Julia Restoin Roitfeld and Tyler Cameron at the opening of Falconeri's new Soho store. In between getting her makeup done—a rarity for the model, who usually prefers to stay bare-faced—Shayk spoke with W about working with Falconeri in Iceland (and walking Versace with Jennifer Lopez).

Do you remember the first time that you wore cashmere?
Well, I grew up in a village, and my grandma had a friend who had a sheep. She would cut the sheep's fur and bring it to my grandma, and my grandma would turn it into thread and made socks and sweaters. Of course it wasn’t the best quality, but it was warm. That’s my first memory of cashmere, so when I saw Falconeri's products, they definitely reminded me of my childhood. And I really like the quality and simplicity—you see a lot of trendy things, but in my wardrobe, I love to have very simple stuff that I can layer and wear in the summer and the winter. Something that is reusable.

How did you end up working with the brand?
I started working with Intimissimi 12 years ago—they discovered me back in Moscow, and they were my first contract. Falconeri is also a part of Calzedonia Group, and I knew about it before because I constantly travel to Italy and, you know, I’m Russian. I’m raised and born in snow, so I’ve always loved warm clothes. Last year, they asked me if I was interested in being the face of the company, and mentioned that we would be shooting in Iceland, which was definitely on my bucket list. So I said, "Oh my god, of course," and in June we went to Iceland.

What was the weather like there then?
It was below zero, and it was super windy when were were shooting. Everyone was wearing crazy warm jackets and three scarves and their faces were still red, and all I had was the sweaters and naked legs. The cashmere kept me warm, but it was not ideal.

You weren’t even wearing pants, right?
Yes, so it was pretty challenging. But it was with my friends, and the photographer was Giampaolo Sgura, who I've worked with for so many years. So it was a fun trip. And we got the most beautiful shots and just being there and seeing all these icebergs melting where we were shooting. There were literally all these icebergs breaking in half.

Because of global warming...?
Yeah. It was kind of scary to see. But I think it was really great and important that Falconeri took the campaign to the next level and made a connection between human and nature, because now is a really important moment to remember about nature and, you know, keep it up with all that stuff.

So you were actually that close to the icebergs? They looked so unreal.
Yes. and when I saw the results, I was like, Oh my god, people will think we Photoshopped it. So thank god I have videos of me running on the beach, with all these icebergs in the background, so people don’t think it’s fake.

Was that the coldest you've ever been on a shoot?
For sure. The sky was great, but it was a full-on winter below zero. I think the most challenging one otherwise would be a shoot I did with animals in Zambia.

Did you get to see any animals in Iceland?
Tons of sea lions. Most of our shots were done in this lagoon with all the icebergs. The crazy part is that we’d start super, super early, and the production would be so crazy, with so many people, because you have to have all the warm stuff and heaters. And the icebergs aren’t just there—they’re moving. So we'd set up the shoot and wait for the sun, and then once the sun was out, the iceberg would be gone and all the way on the other side of the lagoon, and we’d have to wait until the new iceberg came and move the set around.

Wow—I didn’t realize they moved that fast.
Yes, especially with the wind. Some icebergs move, and some icebergs literally break in half. You can see all these boats of tourists going around, and there is a sign like Do not come close to icebergs, because now they’re melting and you can literally die.

What was the highlight of your fashion week?
I mean, Versace with Jennifer Lopez bringing back the dress. My dress was fun, too—it was long, but when I went for the fitting, we kind of chopped it shorter. [Laughs.]

Was that your idea?
Yes. Donatella [Versace] knows me. When she arrived and we had already pinned it short, she was like, "Oh my god, I love it!" I was like, "I knew it!"

Did everyone backstage know that J.Lo was coming?
No, it was kind of a big secret. I mean, I knew from my sources that it was going to be based on a performer, and I was like, who else?

What do you like to listen to when you're getting ready to go out?
I like hip hop and R&B. You know, I went to music school and I studied classical music for seven years, so I love classical music like Beethoven, Mozart, and Tchaikovsky, of course. It all depends on my mood. If I feel like I want to just chill and relax and burn some candles in my house, I’ll play some spa music from Spotify. But usually in the morning it’s hip hop and R&B—something with a beat so I can wake up.

Do you still play music?
No. I mean, it’s hard to keep a piano in New York. I can still read notes, so I could probably still play, but it requires a lot of training and rehearsing.

What are you looking forward to wearing this fall?
Well, I’m so lucky; I have everything. My favorite thing is definitely turtlenecks, because they kind of cover your neck and no double chins anymore. [Laughs.] And I love classic colors like red, black, and brown in a camel tone. I live close to the Hudson River, and every winter there are crazy winds. So I always wear a scarf, but I don't have to worry about that when I wear a turtleneck. Otherwise, a beanie hat in black or gray—it’s cool and good for bad hair days—and definitely a coat. They have cashmere ones in really cool cuts that you can wear with jeans and evening dresses. My favorite color is definitely the camel tone. I just always like to keep it simple and clean.

Is there anything you saw at fashion week that you still have your eye on?
I loved all the prints at the Burberry show. I just got a Burberry silk blouse with some unicorns. My daughter is really into unicorns, because we went to "unicorn party" last week, so I was so excited because I knew she was going to love it when I wear it. And the shirt is silk and baby blue, so it’s fun, but it’s still classy. And you can definitely reuse it, like put a Falconeri sweater on top and have a bit of the color out.

Is your daughter into fashion?
No, she’s into books. She loves books. I read to her, but she likes to make up the stories and pretend she’s reading to me.

What have you been reading to her?
A bunch of Russian books. You would not know. [Laughs.]

Related: Irina Shayk Continues Spending Her Post-Breakup Days Posting Stunning, Pantsless Instagrams