디자인 스킬

Node.js backend conventions: project layout, configuration, logging, routing, and error handling patterns. Apply when implementing or modifying Node.js backend code in projects matching the nodejs stack profile. Use this skill to: - Pick conventional file/folder structure for a new module. - Wire configuration through env vars correctly. - Use the project's existing logger style. - Implement error handling that matches the framework (Express/Fastify/Koa). - Follow async/await patterns consistently. Do NOT use this skill for: - Frontend code (React/Vue/RN have their own conventions). - NestJS-specific patterns (decorators, DI, modules) — nest-plugin owns those. - Database schema design (call out as a sub-task; npm-patterns covers package management, not DB).

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Tailwind CSS 4 patterns and best practices. Trigger: When styling with Tailwind - :class/class usage, theme variables, no var() in class.

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Guides intentional Nothing-inspired UI and design-system work with typography, spacing, hierarchy, components, and platform-specific execution. Use when the user explicitly asks for Nothing style, Nothing design, or `/nothing-design`, not for generic UI or design tasks.

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Create distinctive, production-grade frontend interfaces with high design quality that avoids generic AI aesthetics. Use when the task involves `build web components`, `create frontend interface`, `build web page`, `build web application`, `frontend design`, `create UI component`, or `design web interface`.

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Unified entry point for Stitch design work. Handles prompt enhancement (UI/UX keywords, atmosphere), design system synthesis (.stitch/DESIGN.md), and high-fidelity screen generation/editing via Stitch MCP.

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Use to conduct STRIDE threat modeling for a system or feature design.

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Structures interest rate hedging programs with swap analysis, cap/floor evaluation, and hedge accounting documentation. Use when designing rate hedges, comparing hedging instruments, or analyzing hedge effectiveness.

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Analyzes buyback program design with timing optimization, price sensitivity, and EPS accretion impact modeling. Use when optimizing buybacks, modeling repurchase economics, or comparing return-of-capital alternatives.

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Designs rebalancing triggers with calendar-based, threshold-based, and hybrid approaches with tax and cost optimization. Use when designing rebalancing rules, optimizing rebalancing frequency, or modeling turnover impact.

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Structures earnout and contingent payment mechanisms with milestone definitions, measurement periods, and payout scenarios. Use when modeling earnouts, designing milestone-based payments, or valuing contingent consideration.

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Structures FX hedging strategies for international portfolios with natural hedge identification, instrument selection, and cost analysis. Use when managing currency risk, designing FX hedges, or analyzing translation exposure.

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Coordinates private placement execution with investor targeting, NAIC designation analysis, and shelf registration requirements. Use when managing PP offerings, targeting insurance company investors, or structuring private notes.

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Structures board engagement for growth equity investments with meeting cadence, committee design, and information rights. Use when establishing board governance, preparing board materials, or managing investor board relationships.

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Structures exchange offers, consent solicitations, and amend-and-extend transactions as Chapter 11 alternatives. Use when managing out-of-court workouts, designing exchange offers, or structuring pre-negotiated deals.

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Assesses leadership team capacity to scale with organizational design review, key person risk, and executive bench analysis. Use when evaluating management scalability, identifying talent gaps, or assessing organizational readiness.

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Structures investor day content with long-term strategy presentation, financial targets, and capital allocation framework communication. Use when preparing investor days, designing strategy presentations, or building financial target frameworks.

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Constructs multi-factor models with value, momentum, quality, size, and volatility factor definitions and portfolio construction rules. Use when building factor models, designing systematic strategies, or constructing factor portfolios.

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Constructs plan of reorganization models with debt-for-equity conversion, new money injection, and emergence capital structure. Use when modeling restructuring plans, designing emergence capital structures, or analyzing plan feasibility.

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Constructs risk parity allocation with equal risk contribution, leverage optimization, and asset class volatility targeting. Use when building risk parity, equalizing risk contribution, or designing leveraged balanced portfolios.

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Evaluates factor timing strategies with macro regime indicators, valuation spreads, and momentum signals for factor rotation. Use when analyzing factor timing, evaluating rotation signals, or designing tactical factor allocation.

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Evaluates management fee designs with commitment-period vs invested-capital bases, step-downs, and offset provisions. Use when analyzing fee structures, comparing fee levels, or modeling fee revenue for GPs.

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Evaluates electricity market design with capacity payments, energy margins, ancillary services, and renewable intermittency management. Use when analyzing power markets, evaluating merchant exposure, or assessing capacity market dynamics.

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Structures IAC/LPAC design with composition, authority scope, conflict review protocols, and valuation oversight. Use when designing advisory committees, defining LPAC authority, or structuring conflict resolution processes.

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Evaluates dividend policy with payout sustainability, peer comparison, and investor preference analysis across growth and value contexts. Use when analyzing dividend policy, evaluating payout ratios, or designing dividend programs.

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