Market Risk Capital Vice President (m|f|x) Frankfurt

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. We can provide a superior foundation for building a professional career – a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Tasks

• Maintain and develop the framework for own funds requirements calculations and reporting across market risk and CVA risk across EMEA legal entities under the ECB/PRA regimes for risk exposures covered by the advanced model permissions / FRTB SA
• Own Risk Capital framework for EU-based legal entity, including process and control framework, procedures and outsourcing
• Deliver comprehensive analytical review and provide insightful commentary explaining capital requirements to key internal and external stakeholders
• Participate in and contribute to the delivery of large, complex regulatory projects including internal model permission applications, CRR3 implementation (including FRTB) and Trading activity wind-down
• Contribute to the Internal Capital Adequacy Assessment Process (ICAAP) and other capital forecasting and capital planning exercises, e.g. recovery and resolution planning
• Represent Risk Capital function in interactions with EMEA regulatory authorities, including preparation of materials and participation in the regulatory meetings, providing clear and concise responses to information requests
• Support self-assessment of compliance with prudential regulations and contribute to the development of internal policies and procedures
• Support business initiatives in providing regulatory capital impact of large transactions and new products
• Collaborate effectively in a diverse team spread across multiple locations

Profile / Your qualification / Your personality

• Strong organisational skills with the ability to multitask and prioritise as well as to work under pressure and to tight deadlines
• Confidence to take ideas forward and to challenge others, where appropriate, with experience in influencing, facilitating and gaining consensus
• Strong verbal and written communication skills with ability to effectively engage with a wide range of stakeholders and senior management, including presenting to risk committees
• Ability to work in a small team environment, building and maintain a network of contacts and collaborating with a large number of stakeholders
• Fluency in English is required, with German as an advantage

That awaits you

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.

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Location

Grosse Gallusstrasse 18 Omniturm, D-60312 Frankfurt am Main