Please do not think to shot-cut in MFE or financial mathematics program. Calc 1 and Calc 2 are essential to form a strong foundation for future study. CFA is no where near MFE introductory level. Be honest to yourself whether you really know the stuff.
Alternatively, I suggest you picking up Calc 1 and Calc 2 books to test yourself. If you can't do some of maths, I suggest you to start doing Calc 1 and Calc 2. Other essential subjects you may consider to make your life easier in the MFE program are Probability, Mathematical Statistics, ODE and learn some C++. PDE is part of the MFE program. Calc 2 should cover some fundamental stuff. You can never have enough if you go into mathy path. So, learn what get you a job first. C++ is a must in this case.