Regulatory Change Management: Stay up to date on changes to global regulatory standards such as Basel III End game and ensure that calculation / reporting processes and workflows are set up; and working with Project and Technology teams to prioritize and implement new calculations.
Data Automation & Integration: Work with technology / Operation / BU teams to automate data gathering, calculation and reporting processes using advanced data analytics, reducing manual workloads, and minimizing errors.
Regulatory Reporting & Compliance: Managing end to end production, governance, and controls of Credit Risk Standardized RWA and Supplementary Leverage Ratio under Basel III End Game for SFT, general counterparty credit Risk and / or Banking / Trading Book redesignation.
Control & Documentation: Maintain and enhance the Basel III End Game Runbook and governance; Maintain comprehensive documentation of data source / attributes, calculation, reporting processes, systems, and methodologies to support audits and regulatory reviews under Basel III End Game; Support Basel III End Game regulatory control initiatives, including RCIF working group activities and testing of policies and procedures.
CCAR / QST: refine / modify forecasting model under Basel III End Game; Perform analysis required for forecasting model related to back-testing, sensitivity analysis etc. required by Model Risk Management process.
Collaboration: Act as a liaison between finance, technology, and compliance teams to align calculation / reporting practices with company objectives and industry standards. Develop a strong working relationship with Finance, Front Office, Treasury, Technology, Audit, Legal, and other counterparts across the organization.
Requirements
Qualified Regulatory Controller with 10+ years of extensive calculation, reporting and RWA experience within financial industry
Comprehensive understanding of US regulatory capital rules for counterparty credit risk / Supplementary Leverage Ratio (SLR) for Basel III/ Basel III End Game with demonstrated ability to assess the application of those rules vs. regulatory expectations.
Strong understanding of regulatory capital best practices and controls, and interdependencies between Trading Book and Banking Book exposures across different risk stripes
Strong verbal and written communication skills to explain complex regulatory concepts to non-experts and senior stakeholders; Exceptional attention to detail and a strong commitment to accuracy in calculation, compliance and reporting processes. Strong analytical and organizational skills with attention to detail.
Advanced proficiency in Excel and PowerPoint; Familiarity with automation tools (e.g., Alteryx) for data processing or reporting is highly desirable.
What you can expect from Morgan Stanley:
WHAT YOU CAN EXPECT F
Additional Information
Role Summary
Morgan Stanley is seeking a Vice President to join the Treasury Control Production team within the Finance Division. This role is responsible for Basel 3 End Game initiatives.
This is a Vice President level position within the Corporate Controllers, Reporting & Accounting job family which is responsible for the accuracy and control of the Firm's books and records to produce the consolidated firm, segment and legal entities financial statements. The group owns the Firm's financial reporting under US GAAP, International GAAP and the global regulatory regimes. Responsibilities include the development, management and oversight of financial accounting & reporting systems as well as database management. Includes capital and liquidity reporting and external reporting functions.
Morgan Stanley · New York, NY