I used to work as a quantitative analyst, and this would've been great for "Knowledge Transfer." Most of what analysts do (at least at my old employer) is create and manage reports. Teaching another analyst the various Excel/Matlab/Python processes that need to be run and what steps need to be performed is time consuming but really important. The bosses like people to document their tasks, but that usually involves making a quickly outdated Word doc w/ screenshots & text.
If I'd been able to record what I was doing as I did it, and add a little annotation, that would've saved a lot of time and effort.