How does a role—whether in business, law, government, or some other institution—change what is morally permissible or obligatory? Here I present three options and argue for the third. On the balancing model, a role simply gives its occupant additional normative reasons, to be weighed against all other normative reasons. On the shielding model, a role comes with its own moral code, blocking the force of all role-external reasons. On the filtering model, a role selectively filters its occupant’s reasons for action, creating obligations or permissions to act on a narrowed range of considerations. I argue that the filtering model offers a superior analysis of the ethics of roles, including the concepts of professional integrity and discretion. I focus on three difficult cases: a nuclear safety regulator, a criminal defense lawyer, and a corporate lobbyist. I conclude by discussing the implications of the filtering model for business ethics.