[Remote] Senior Consultant - Inflation Risk Tech BA

Note: The job is a remote job and is open to candidates in USA. 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. 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 Skills • 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 • Experience with Murex, particularly Market Risk configuration, datamarts, and risk reporting components Company Overview • Arrayo offers data-intensive solutions, consulting and staff augmentation across FinTech, BioTech, and HighTech. It was founded in 2015, and is headquartered in Boston, Massachusetts, USA, with a workforce of 51-200 employees. Its website is Company H1B Sponsorship • Arrayo has a track record of offering H1B sponsorships, with 3 in 2025, 1 in 2024, 3 in 2023, 1 in 2022, 1 in 2020. Please note that this does not guarantee sponsorship for this specific role. Apply tot his job