Morgan Stanley
Market Risk Capital FRTB US Lead - Vice President
$120K–$210K
New York, New York · On-site · Director · Full-time · Posted Oct 21, 2026
- Experience
- 7+ years in a related role.
About the job
Leads the US implementation and go-live of FRTB Standardized and Internal Models Approaches, while supporting ongoing market risk capital production and regulatory engagement.
What you'll do
- Drive end-to-end US FRTB SA and IMA implementation, including model production, calculation and reporting processes, operating model, and go-live readiness.
- Define implementation requirements and coordinate working groups across Risk, Finance, Business, and Technology.
- Support Basel 2.5 capital production, regulatory reporting, and engagement with regulators, auditors, and external reviewers.
What they ask for
- 7+ years of experience in a related role.
- Strong understanding of Basel market risk capital frameworks, including Basel 2.5 and FRTB.
- Experience with regulators, auditors, internal validation teams, or external consultants, including examination or audit support.
- Strong analytical, communication, and stakeholder coordination skills.
Nice to have
- FRTB SA and/or IMA implementation experience is strongly preferred.
Pay
$120,000 and $210,000 year (base salary)
Model-written summary · the original posting is authoritative