What is the ruling on working for a regulatory body that oversees the stock market, which includes monitoring bank shares and tobacco shares?

It is not permissible to work in the supervision of prohibited shares, because that is a form of cooperation in sin and aggression, which Allah Almighty has forbidden in His saying: "And cooperate in righteousness and piety, but do not cooperate in sin and aggression. And fear Allah; indeed, Allah is severe in penalty."