「cv」の検索結果

Reconstruct Blender models from supplied reference sheets, branding templates, texture atlases, orthographic front/side/back/top views, or mascot/logo art where visual fidelity to the source is more important than a plausible generated object. Use when the user says the model must match a template, wireframe, texture pack, character sheet, mascot sheet, or brand asset exactly; also use after feedback like "does not look like the reference", "fit the texture 1:1", "wrong number of visible parts", or "compare against the template". Requires Blender MCP plus local Python with Pillow/OpenCV/numpy; pairs with blender-uv-texturing, wireframe-to-3d, blender-modeling, blender-materials, and blender-export.

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CVSS 3.1 vector examples, executive summary template, full technical finding template, and remediation language bank for pentest reports

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Exploit-DB and searchsploit reference — EDB→Metasploit module mappings, PoC reliability rubric, CVSS tier quick reference, and searchsploit usage patterns

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Build one-page HTML/PDF resumes from copy-paste YAML using one of 12 official templates. HARD GATES: deliver exactly one A4 page; never invent a layout — copy assets/templates/<id> into output/<id>/ and edit that copy only. Keep a full inventory in raw.data.yaml. For each job, COPY selected entries into resume.data.yaml (polish there), then apply that file to a template. Apply pasted YAML by replacing visible text in the official resume.html, then run QA. Default template is basic-a4. Use when creating, iterating, polishing copy, migrating, exporting, or designing resume/CV HTML/PDF. For polishing resume copy, prefer writing-oriented models (Claude Fable 5 / Claude Opus 4.6-4.7 or Opus 5 / Kimi K3 / GLM-5.1-5.3-max / Qwen 3.8 Max); do not use GPT-5.6 Terra/Luna or GPT-5.5 Instant.

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Build, normalize, and maintain the user's Career Context file so downstream platform outputs stay factual and consistent. Use when the user wants an agent to consolidate CV data, LinkedIn exports, GitHub history, project summaries, bio facts, achievements, or positioning into one professional source of truth before editing platform-specific assets.

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Reviews shadcn/ui components for CVA patterns, composition with asChild, accessibility states, and data-slot usage. Use when reviewing React components using shadcn/ui, Radix primitives, or Tailwind styling.

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Expert insurance claim adjuster with 15+ years in property/casualty. Specializes in coverage analysis, damage quantification (RC/ACV), liability determination, fraud detection, and settlement negotiation. Use when: insurance claim, damage assessment, coverage dispute, liability analysis, fraud investigation, claim settlement.

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Transforms Claude into a CFA-level financial analyst for specialty finance, regulatory compliance, and industry-specific analysis. Use when performing private credit pricing, insurance reserving, FP&A variance analysis, wealth planning, restructuring recovery analysis, real estate valuation, venture capital analysis, ESG assessment, regulatory capital analysis (Basel III), compliance reporting (MiFID II, GIPS), credit derivatives (CDS, CVA), convertible bond analysis, lease accounting (ASC 842/IFRS 16), pension funding/LDI, sovereign risk assessment, real option valuation, equity research (SOTP, target price), commodity spread trading, treasury operations, PPP infrastructure modelling, onshore fund structuring, offshore fund structuring, transfer pricing analysis (BEPS, Pillar Two), tax treaty optimisation, FATCA/CRS compliance, economic substance analysis, regulatory reporting (AIFMD, Form PF), AML/KYC compliance, crypto/DeFi analysis, municipal bond analysis, structured products, trade finance, fund of funds (J-curve, commitment pacing, manager selection, secondaries), bank analytics (NIM, CAMELS, CECL, deposit beta, loan book), carbon markets (credit pricing, ETS, CBAM, offsets, shadow carbon price), or private wealth (concentrated stock, philanthropic vehicles, wealth transfer, direct indexing, family governance) analysis is required. Pairs with corp-finance-mcp tools for computation.

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Use the corp-finance-mcp server tools for specialty finance, regulatory, and compliance calculations. Invoke when performing private credit (unitranche, direct lending, syndication), insurance (loss reserving, premium pricing, Solvency II SCR), FP&A (variance analysis, break-even, working capital, rolling forecast), wealth management (retirement planning, tax-loss harvesting, estate planning), restructuring (recovery analysis, distressed debt), real assets (property valuation, project finance), venture capital (dilution, convertible instruments, fund returns), ESG (scoring, climate/carbon, green bonds, SLL), regulatory capital (Basel III, LCR/NSFR, ALM), compliance (MiFID II best execution, GIPS reporting), credit derivatives (CDS pricing, CVA/DVA), convertible bonds (binomial tree pricing, scenario analysis), lease accounting (ASC 842/IFRS 16, sale-leaseback), pension & LDI (funding analysis, liability-driven investing), sovereign risk (bond analysis, country risk), real options (binomial valuation, decision trees), equity research (SOTP, target price), commodity trading (spread analysis, storage economics), treasury management (cash management, hedge effectiveness), infrastructure finance (PPP models, concession valuation), crypto (token valuation, DeFi analysis), municipal bonds (pricing, credit analysis), structured products (notes, exotic), trade finance (LC, supply chain), fund structuring (US onshore, UK/EU, Cayman/BVI offshore, Luxembourg/Ireland), transfer pricing (BEPS/Pillar Two, intercompany pricing), tax treaty (treaty network optimization, holding structures), FATCA/CRS (reporting, entity classification), economic substance (multi-jurisdiction testing), regulatory reporting (AIFMD Annex IV, SEC Form PF, CFTC CPO-PQR), AML compliance (KYC risk scoring, sanctions screening), fund of funds (J-curve, commitment pacing, manager selection, secondaries pricing), bank analytics (NIM analysis, CAMELS rating, CECL provisioning, deposit beta, loan book), carbon markets (credit pricing, ETS compliance, CBAM, offset valuation, shadow carbon price), private wealth (concentrated stock, philanthropic vehicles, wealth transfer, direct indexing, family governance). All computation uses 128-bit decimal precision.

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Validate and benchmark a forecasting model — walk-forward CV, error metrics, baseline comparison. Use when asked "is this forecast any good", "validate a forecasting model", or "backtest the forecast".

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Carbon allotropes and nanoscale materials — graphite, diamond, fullerenes (C60 and family), carbon nanotubes, graphene, and the broader class of low-dimensional materials. Covers synthesis routes (arc discharge, laser ablation, CVD, exfoliation), structural characterization, exceptional mechanical and electronic properties, and the gap between laboratory demonstrations and structural-scale applications.

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Compressive Vasomotion Hypothesis (CVH) — vasomotion as a fast compression sweep that collapses ambivalent neural resonances (the Bayesian-blur problem) into a definite state. Use when modeling the ~100ms taṇhā 'grab', precision-weighting as compression forcefulness, or the generative collapse step of vasocomputational active inference.

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This skill should be used when working with annotated data matrices in Python, particularly for single-cell genomics analysis, managing experimental measurements with metadata, or handling large-scale biological datasets. Use when tasks involve AnnData objects, h5ad files, single-cell RNA-seq data, or integration with scanpy/scverse tools.

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Use this skill when answering business analytics, RevOps, GTM metric, pipeline, revenue, funnel, customer, or warehouse questions with Deepline. Triggers on phrases like 'query Snowflake', 'analyze pipeline', 'total ACV', 'break down by quarter', 'use the semantic layer', 'run a semantic query', or any use of snowflake_get_semantic_layer / snowflake_run_semantic_query. Skip prospecting, enrichment, contact finding, outbound, or personalization workflows; use deepline-gtm for those.

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Account assets, equity and fund positions, P&L, cash flow records, account statements, margin ratios, buy-power estimates, order management, and DCA recurring investments via Longbridge (most require Trade permission). Frameworks: portfolio diagnosis, rebalancing, asset allocation, risk analysis (VaR/CVaR), performance attribution, and tax-loss harvesting. Triggers: "持仓", "账户", "盈亏", "资产", "对账单", "下单", "买入", "卖出", "撤单", "定投", "组合诊断", "再平衡", "资产配置", "风险分析", "绩效归因", "税损收割", "持倉", "賬戶", "盈虧", "對賬單", "下單", "買入", "賣出", "組合診斷", "再平衡", "稅損收割", "positions", "portfolio", "P&L", "order", "buy", "sell", "DCA", "statement", "risk analysis", "rebalancing", "tax harvesting", "我的风险", "持仓风险", "风险敞口", "資產", "資產配置", "風險分析", "績效歸因", "撤單"

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Use whenever the user wants to find, shortlist, vet, or enrich US cybersecurity firms — pen-testing/red team, security audits, vCISO, SOC 2 readiness, incident response, managed SOC, IAM, cloud security, and AppSec. Triggers on "find me a pen-testing firm for our SOC 2 audit", "shortlist three vCISO services for our healthcare-tech startup", "we need an incident response retainer", or "pull contact info for these 8 security firm domains", even when described indirectly (we got breached, prepare us for the compliance audit, get us SOC 2 ready). Drives the ServiceGraph API (api.servicegraph.co) — a 100k+ US firm catalog filterable by industry, services, location, size, ratings. Skip in-house security hires, "how do I patch CVE-X" or "configure firewall Y" DIY questions, security-product reviews (CrowdStrike vs SentinelOne, etc.), generic security knowledge questions, consumer/personal security advice, non-US firms, individual freelancers and bug-bounty hunters.

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安全报告输出时使用。适用于安全评审报告 / 漏洞汇总 / 风险等级 / 修复跟踪。融合 CVSS 评分 + 修复建议 + 验证确认。

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简历生成与美化。两种入口：把已有简历(PDF/Word/文本)解析、诊断、套用模板美化；或者还没有简历时，通过 LinkedIn 导入或一问一答的对话帮你从零建出一份。输出单页打印优化的 HTML(浏览器里 Cmd+P 直接存成 PDF)，提供 4 套模板：Classic/ATS 友好、Modern 侧栏、Elegant 衬线、Tech 紧凑。关键词：resume, CV, 简历, 美化简历, 做简历, 简历模板, resume template, LinkedIn 简历, 求职简历, ATS, 改简历, polish resume。

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Kubernetes and container exploitation: identity/RBAC, secrets, kubelet/etcd, managed-cloud workload identities, container-to-node escape including CVE-2026-31431 Copy Fail, and Kubernetes-native persistence. Use when already in a Pod/container or holding kubeconfig. Own the chain to cluster-admin, node root, or a usable cloud identity. Operator chooses next modules. Endpoint blocks after OS execution hand off to /edr-bypass then return.

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Active Directory exploitation after domain credentials exist: Kerberos (AS-REP/Kerberoast including cracking the ticket then using the account), delegation, NTLM coercion/relay, lateral movement, ACL abuse, ADCS ESC1-ESC17 and CVE paths, dMSA/BadSuccessor, Kerberos reflection, identity confusion, management-plane, domain trust, and domain persistence. Own the current AD chain through crack-and-use to DA, equivalent domain control, or the targeted host SYSTEM. Do not stop after requesting TGS. Host C2 belongs to /post. Operator chooses next modules.

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Evaluates single-asset GP-led transactions with stand-alone asset valuation, financing structure, and rolling LP vs cashing out analysis. Use when analyzing single-asset CVs, evaluating trophy asset transactions, or structuring single-asset rolls.

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Smart contract and secure API contract security analysis — invariant checking, access control, reentrancy, and integer overflow patterns. Implements Checks-Effects-Interactions pattern, formal invariant verification, and OpenSCV vulnerability taxonomy for Solidity/EVM and Rust/Solana contracts.

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Write production-grade HackerOne reports — title formula, impact-led writing, CVSS 3.1 scoring, complete PoC formatting, attached files, and submission etiquette. Use AFTER triage-validation passes and you're ready to submit on HackerOne.

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Validate a bug bounty finding before writing a report — the 7-Question Gate, 4 pre-submission gates, always-rejected list, conditional chain table, CVSS 3.1 quick reference, and severity decision guide. Use BEFORE writing any report to avoid N/A and low quality submissions.

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