Arrayo ยท 1 day ago
Senior Consultant - Inflation Risk Tech BA
Arrayo is seeking an experienced Inflation Risk Tech Business Analyst to support a strategic client initiative focused on the implementation of LATAM inflation-linked products. This role involves leading business analysis, defining requirements, and supporting implementation for products referencing inflation indices and currencies across various LATAM countries.
Information TechnologyManagement ConsultingSmall and Medium Businesses
Responsibilities
Lead business analysis for the implementation of LATAM inflation products in market risk systems and downstream reporting
Gather, document, and validate functional and technical requirements with stakeholders across Market Risk, Front Office, Quants, and Technology
Define and document core risk factor behavior for these instruments (e.g., DV01, FX delta) including key country-specific idiosyncrasies
Support market risk practices and calculations including VaR and FRTB-related requirements
Partner with integration developers to support integration design, including upstream/downstream data mapping and interface specifications
Analyze and document data lineage, data flows, and batch integration patterns (ETL) supporting risk and valuation workflows
Produce and circulate high-quality project documentation (problem statements, functional specs, design docs, process flows) and drive stakeholder consensus
Bridge communication between users and developers, translating business needs into clear, testable requirements and explaining technical constraints back to users
Qualification
Required
Strong knowledge of LATAM inflation indices, currencies, and traded products covering Brazil, Chile, Colombia, and Mexico
Strong understanding of risk sensitivities and measures relevant to these instruments (e.g., DV01, FX delta) and country-specific idiosyncrasies
Strong knowledge of Market Risk frameworks and practices, including VaR and FRTB
Strong technical foundation in data flows, ETL / batch integration patterns, and working with technology teams on interfaces and integrations
Demonstrated ability to support integration design and collaborate effectively with integration developers
Excellent communication and documentation skills, including the ability to write structured design documents, align stakeholders, and drive decisions
Preferred
Experience with Murex, particularly Market Risk configuration, datamarts, and risk reporting components
Company
Arrayo
Arrayo offers data-intensive solutions, consulting and staff augmentation across FinTech, BioTech, and HighTech.
H1B Sponsorship
Arrayo has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (3)
2024 (1)
2023 (3)
2022 (1)
2020 (1)
Funding
Current Stage
Growth StageCompany data provided by crunchbase