Financial Analyst - Markets

What problem does it solve?

This Skill converts Claude into a CFA-level capital markets analyst capable of producing institution-grade fixed income, derivatives, securitization, FX, commodity, and emerging markets analysis with auditable assumptions and sensitivity testing. It removes the manual burden of stitching together pricing, curve-building, calibration, and waterfall modelling by pairing expert reasoning with corp-finance-mcp computation tools.

Core Features & Use Cases

• Bond pricing, YTM extraction, clean/dirty pricing, accrual and day-count adjustments for settlement handling.
• Risk metrics and scenario analysis including duration, convexity, key-rate sensitivities, and DV01.
• Yield curve construction and fitting via bootstrap, Nelson–Siegel/Svensson, and forward-rate extraction.
• Option pricing, implied volatility surface construction, SABR calibration, and multi-leg strategy analytics with Greeks.
• MBS and ABS cashflow projection, PSA/CPR prepayment modelling, OAS/Z-spread analysis, and tranche waterfall modelling for CLOs.
• Repo and collateral analytics, FX forwards and NDFs, commodity cost-of-carry and curve analysis, and emerging markets CRP/political risk adjustments.
• Use case example: produce a three-scenario WACC and bond portfolio stress report with supporting assumptions, sensitivity tables, and MCP-driven numeric outputs.

Quick Start

Use the Financial Analyst - Markets skill to price a bond portfolio, compute yields and durations, run a bootstrapped spot curve, calibrate a volatility surface, and produce a three-scenario sensitivity summary using the corp-finance-mcp tools.