"I work as a Business Analyst at the Company ABC Seguros."
"I work as a Business Analyst with/for ABC Seguros, an insurance company."
With "work at" many say that means at the physical location or could also refer to the physical location itself.
Whereas with " work for" would (slightly) mean that the company has hired you, it wouldn´t necessarily mean that you are not a temp or an outsourced employee (for example).
Anyway, in most situations the meanings would be interchangeable.