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Financial Analyst - Markets

Perform CFA-level capital markets analysis for fixed income, derivatives, and emerging markets.

7|1|Updated Feb 9, 2026
Search Tags:#derivatives#volatility#fixed income#mbs#clo#capital markets#yield curve
One-click install
npx skills add https://github.com/fall-development-rob/corp_finance --skill financial-analyst-markets
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: Financial Analyst - Markets
Source: https://github.com/fall-development-rob/corp_finance/tree/main/.claude/skills/corp-finance-analyst-markets
Command: npx skills add https://github.com/fall-development-rob/corp_finance --skill financial-analyst-markets

SYSTEM DOCUMENTATION & REQUIREMENTS

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.

Frequently Asked Questions about Financial Analyst - Markets

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I bootstrap a yield curve and extract forward rates for fixed income analysis?▼

Yield curve bootstrapping extracts spot rates from market instruments to build a zero-coupon curve, enabling forward-rate extraction. This Skill applies bootstrap and Nelson–Siegel/Svensson fitting methods via corp-finance-mcp computation tools to generate spot curves and forward-rate outputs from settlement dates and cash flows.

Can I price MBS and CLO tranches with PSA prepayment modeling and waterfall projections?▼

MBS and CLO tranche pricing projects cashflows using PSA/CPR prepayment modeling and tranche waterfall logic. This Skill supports ABS cashflow projection, OAS/Z-spread analysis, and waterfall modelling by integrating with corp-finance-mcp computation tools to process cash flows and settlement parameters.

How do I calibrate a volatility surface using SABR for option pricing?▼

Volatility surface calibration fits model parameters to market option prices to construct an implied volatility surface. This Skill performs SABR calibration, option pricing, and multi-leg strategy analytics with Greeks by accepting vol surfaces and calling corp-finance-mcp pricers and calibration routines.

What's the best way to compute bond duration, convexity, and DV01 for portfolio risk scenarios?▼

Computing bond duration, convexity, and DV01 measures price sensitivity to yield changes for portfolio risk scenarios. This Skill calculates key-rate sensitivities and runs scenario stress tests using corp-finance-mcp tools, producing sensitivity tables and three-scenario summaries from bond portfolio inputs.

How do I estimate emerging markets cost-of-equity with country risk premium adjustments?▼

Emerging markets cost-of-equity estimation adjusts baseline equity returns using country risk premiums and political risk parameters. This Skill applies EM country risk and CRP adjustments by accepting macro and political parameters, delivering adjusted cost-of-equity estimates through corp-finance-mcp scenario computations.

Does this Skill support repo and collateral analytics alongside FX forward pricing?▼

Repo and collateral analytics, FX forwards, NDFs, and commodity cost-of-carry analysis are supported. This Skill integrates with corp-finance-mcp computation tools to process settlement dates and market parameters, generating repo collateral valuations and FX forward pricing outputs for capital markets workflows.

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