In a mixing bowl, beat heavy cream until stiff peaks form.
In another bowl, combine mascarpone, sugar, and vanilla until smooth.
Fold whipped cream into mascarpone mixture gently.
Dip each ladyfinger briefly into coffee and arrange in a layer in a 9x9-inch dish.
Spread half the mascarpone mixture over the ladyfingers and drizzle with chocolate syrup.
Repeat with another layer of dipped ladyfingers and remaining mascarpone mixture.
Cover and refrigerate for at least 4 hours or overnight.
Dust with cocoa powder before serving.