Kumu / Finance & Securities / Stage 5

Stage 5 — LLM Analysis & Validation

Weight: 25% of project · capstone Deliverables: analysis/…-validation.md + docs/decisions/…-hedge-recommendation.md

Feed your spec and market-data memo — and nothing else — to a fresh LLM and have it produce the complete hedge analysis independently. Then do what a professional does with any model output, human or machine: verify it by hand, reconcile the differences, and only then make the recommendation.

What you'll learn

Part 1 — Independent LLM execution

Open a fresh LLM conversation — no history. Provide exactly two documents: your Stage 2 spec and your Stage 4 market-data memo (GitHub links or file uploads). Ask it to compute all hedge outcomes and recommend a strategy.

Do not coach it

No correcting mid-run, no pasting your workbook's results, no "actually, the rate basis is…". This is a production test of your documents. Whatever the LLM gets wrong is data — for Part 4. Log the prompt.

Part 2 — Comparison & hand verification

  1. Comparison table: LLM's result vs. your workbook's result for each strategy — forward, MM, put, call, unhedged at 2–3 S_T points. Flag every discrepancy and diagnose it: LLM error, workbook error, or spec ambiguity?
  2. Hand-verification table (≥3 outcomes, arithmetic shown): recompute by hand — calculator and named-range notation, no Excel:
    • forward proceeds (FC_AMT × F0_in),
    • the money-market hedge, all three steps,
    • one option outcome (e.g., put floor net of premium at a chosen S_T).
    Show the numbers at each step. This table is the single strongest evidence in the whole project that you understand the model.

Part 3 — The executive recommendation memo

2–4 pages, to the CFO, insight over computation — the CFO already has the numbers:

SectionWhat it must do
A · Exposure summaryBrief restatement — a reminder, not a rewind
B · Hedge outcomesKey findings per strategy including the unhedged baseline — what each outcome implies for the decision, citing figures as evidence, not re-deriving them
C · Sensitivity interpretationBehavior under EUR depreciation vs. appreciation — certainty, flexibility, and cost differences
D · RecommendationOne strategy (or combination), supported by your live-data numbers
E · Executive justificationCash-flow stability, budget certainty, liquidity, optionality, premium cost; accounting implications optional

There is no universally right answer

A forward and a put can both be defensible for the same scenario — what's graded is whether your choice follows from your model's numbers and the firm's risk posture. "We chose the put because the premium buys participation in a EUR rally our board considers likely" beats "options are more flexible" every time.

Part 4 — Spec retrospective & repo polish

Retrospective (½–1 page, in the validation doc): what did the LLM get wrong or have to guess, and what does that reveal about your spec? What would v2 of the spec say differently? Candor is graded; "the spec was perfect" is not a retrospective.

Repo polish: top-level README current (bio + a project section linking every stage artifact), one-line repo description set, all files in canonical locations with convention-compliant names, stub READMEs still accurate, prompt-log.md complete through stage 5, clean commit history, repo public. This is the portfolio piece a recruiter sees.

Feedback may still arrive as a pull request

Final-stage review — like every stage before it — can come as a pull request pushed to your repo. The five ways to respond (read the diff, merge, edit on top, hand it to an LLM, or push back with reasons) are laid out on Stage 4. A reasoned disagreement is as valid a close to the project as a clean merge.

Submission checklist

Rubric

CriterionWeightStrong work looks like
LLM execution & comparison25%Clean two-document run; complete comparison table; discrepancies diagnosed, not just listed
Hand verification25%≥3 outcomes recomputed with arithmetic shown; reconciled to the workbook
Recommendation & executive voice25%Data-supported, decision-ready, CFO-appropriate
Spec retrospective17%Specific, honest, ties LLM failures to spec gaps
Repo polish8%Checklist complete; repo is genuinely portfolio-ready

Further study (optional, ungraded): 1–2 paragraphs each on 2–3 of: AI skills & automation (live data pulls, Monte Carlo), multi-file reasoning across spec/model/log, GitHub as audit evidence, hedge-accounting integration (OCI vs. P&L). Tie each to your project, not the abstract idea.

Check yourself