1. Log in to AWS Console.

2. Click the Cloudshell icon at the top right hand side of the page.


    

    3. When using Azure SSO run this command:

aws sts assume-role --role-arn arn:aws:iam::placeyouraccountnumberhere:role/addYourCurrentlyRole --role-session-name "RoleSession1"


    4. Export the Temporary AccessKey in your local CLI
export AWS_ACCESS_KEY_ID=ASIAIOSFODNN7EXAMPLE
export AWS_SECRET_ACCESS_KEY=wJalrXUtnFEMI/K7MDENG/bPxRfiCYEXAMPLEKEY
export AWS_SESSION_TOKEN=AQoDYXdzEJr...<remainder of security token>


     5.  Test the Temporary AccessKey on your local CLI:

aws ec2 describe-instances --region ap-southeast-2
aws sts get-caller-identity


Reference: 

https://docs.aws.amazon.com/IAM/latest/UserGuide/id_credentials_temp_use-resources.html#using-temp-creds-sdk-cli