Capital & Data Risk / IM Risk (Risk Management) : Job Level - Vice President

About the role

The role will reside within the Market Risk Capital team, which is responsible for producing Market RWA and Capital results for the Firm Risk Management Department. These results are key inputs for regulatory reporting and internal business management.

Responsibilities

• Work closely with the Global FRTB Head to drive the end-to-end implementation of FRTB SA and IMA under the U.S. rules, including productionizing Risk Analytics' IMA models, designing scalable calculation and reporting processes, defining the target operating model, coordinating execution, and ensuring successful readiness and go-live.
• Identify tooling, reporting, data, control, and analytical requirements required to support the US FRTB go-live, including requirements related to production processes, internal capital management reporting, regulatory submissions, and governance.
• Lead relevant working group discussions across Risk Capital, Market Risk Department, Risk Analytics, Business, Finance, and Technology to drive alignment on scope, requirements, ownership, dependencies, timelines, issue resolution, and implementation priorities.
• Provide support to current Market Risk Capital production under Basel 2.5 rules for the Firm, US Banks and Swap Dealers, including production review, analysis of RWA and capital drivers, regulatory reporting support, controls, and governance activities.
• Serve as a key contributor in regulatory engagements, leading the preparation and delivery of oral and written responses, presentations, and other communications with the FRB, Fed, OCC, SEC, NFA, FINRA, CFTC, and other relevant regulatory bodies, as applicable.
• Act as a liaison with regulators, auditors, external consultants, and internal review teams during regulatory examinations, audit reviews, process validation reviews, and other independent assessments.

Requirements

• Relevant experience in market risk capital, regulatory capital, market risk management, capital reporting, or related risk management functions at a financial institution.
• Strong understanding of Basel market risk capital frameworks, including Basel 2.5 and FRTB; experience with FRTB SA and/or IMA implementation is strongly preferred.
• Strong analytical skills, with the ability to understand complex capital calculations, identify key RWA drivers, assess production impacts, and translate technical topics into clear management and regulatory messaging.
• Experience working with regulators, auditors, internal validation teams, or external consultants, including support for regulatory exams, audit reviews, written responses, and management presentations.

Qualifications

• Excellent written and verbal communication skills, with the ability to engage effectively with senior stakeholders across Risk, Finance, Technology, Business, and regulatory-facing teams.
• Detail-oriented, highly motivated, and able to manage complex processes with appropriate control, governance, and documentation discipline.
• Strong interpersonal skills and ability to lead working group discussions, drive consensus, and influence outcomes across teams without direct reporting lines.
• Ability to operate in a fast-paced environment and balance strategic implementation priorities with ongoing production and regulatory deliverables.

Skills

• Strong regulatory capital expertise.
• Excellent execution discipline.
• The ability to coordinate across Risk Capital, Market Risk Department, Risk Analytics, Business, Finance, Technology, and other key stakeholders.

Benefits

• Base pay range: $120,000 to $210,000 year at the commencement of employment.
• Comprehensive employee benefits and perks.
• Supportive and empowering work environment.
• Opportunity to work alongside the best and the brightest.
• Commitment to diversity and inclusion.

Pay

Expected base pay rates for the role will be between $120,000 and $210,000 year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

Schedule

Based in New York.