US FRTB Market Risk Lead (VP)

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

Job summary

Morgan Stanley is seeking a Vice President to lead the US FRTB program within Market Risk Capital, based in New York. The role focuses on SA/IMA implementations, regulatory communications, and governance across Risk Capital, Market Risk, Finance, and Technology.

The candidate will coordinate with regulators and internal teams to ensure timely go-lives, robust reporting, and compliant capital calculations under Basel 2.5 rules.

Qualifications

• 7+ years of experience in a related role.
• Strong Basel market risk capital knowledge, Basel 2.5 and FRTB.
• Experience with regulators, auditors, and external consultants.
• Excellent written and verbal communication with senior stakeholders.

Responsibilities

• Drive end-to-end FRTB SA/IMA implementation for US go-live.
• Define tooling, data, and reporting requirements for US FRTB go-live.
• Lead cross-functional working groups across Risk Capital, Market Risk, Finance, and Technology.
• Support Basel 2.5 market risk capital production and regulatory submissions.
• Engage regulators and auditors during examinations and reviews.
• Collaborate with regulators, external consultants, and internal review teams.
• Provide regulatory communications and governance for the program.

Skills

Regulatory capital

FRTB SA/IMA

Basel 2.5 knowledge

Stakeholder leadership

Regulatory engagement

Job description

Morgan Stanley is seeking a Vice President to lead the US FRTB program within Market Risk Capital, based in New York. The role focuses on SA/IMA implementations, regulatory communications, and governance across Risk Capital, Market Risk, Finance, and Technology.

The candidate will coordinate with regulators and internal teams to ensure timely go-lives, robust reporting, and compliant capital calculations under Basel 2.5 rules.