FRTB US Market Risk Capital Lead

Morgan Stanley; New York (NY); On-site; USD 120,000 - 210,000; Full time

Job summary

Morgan Stanley is seeking a Vice President in New York to lead the US FRTB implementation within the Market Risk Capital team. You will drive SA/IMA production readiness, coordinate governance, and partner with Risk, Finance, Technology, and regulators to deliver compliant capital reporting.

You will engage with FRB, Fed, OCC, and other authorities, ensuring timely regulatory responses and continuous improvement of processes.

Responsibilities

• Drive end-to-end FRTB SA/IMA implementation under US rules and productionize IMA models.
• Identify tooling, reporting, data, control, and analytical requirements to support US FRTB go-live.
• Lead working group discussions across Risk Capital, Market Risk, Risk Analytics, Finance, and Technology.
• Provide support to current Market Risk Capital production under Basel 2.5 rules, including RWA analysis and regulatory reporting.
• Prepare and deliver regulatory responses, presentations, and communications with FRB, Fed, OCC, SEC, and other bodies.
• Liaise with regulators, auditors, external consultants during examinations and audits.
• Bring relevant experience in market risk capital, regulatory capital, or related risk management.
• Demonstrate strong Basel market risk capital knowledge; FRTB SA/IMA exposure preferred.
• Show strong analytical skills to translate complex calculations into clear messaging for management and regulators.
• Experience engaging with regulators, auditors, and internal validation teams.
• Exhibit excellent communication with senior stakeholders across Risk, Finance, Technology, and Business.
• Be detail-oriented, motivated, and capable of managing complex processes with governance.
• Show interpersonal skills to lead discussions and influence outcomes across teams.
• Operate effectively in a fast-paced environment balancing strategic and regulatory deliverables.

Job description

Morgan Stanley is seeking a Vice President in New York to lead the US FRTB implementation within the Market Risk Capital team. You will drive SA/IMA production readiness, coordinate governance, and partner with Risk, Finance, Technology, and regulators to deliver compliant capital reporting.

You will engage with FRB, Fed, OCC, and other authorities, ensuring timely regulatory responses and continuous improvement of processes.