VP, Treasury Capital Markets – Portfolio & Liquidity Strategy

Synovus • Atlanta, GA

1d

About The Position

This person will support the strategic management and ongoing optimization of
the firm’s investment portfolio and liquidity buffer.

This front-office role partners closely with the Treasury portfolio manager,
liquidity leadership, and funding teams to deliver portfolio analytics,
liquidity strategy support, and secured funding readiness. The position also
plays a key role in building and institutionalizing scalable processes
supporting hedge governance, liquidity infrastructure, and portfolio credit
analytics.

The ideal candidate combines strong balance sheet and fixed income knowledge
with a hands-on builder mindset and the ability to translate strategy into
disciplined, repeatable execution.

Requirements

• Bachelor's degree in accounting, finance or related discipline or an equivalent combination of education and experience.
• 5 plus years of experience in Corporate Treasury, bank portfolio management, balance sheet management, or related capital markets function
• Strong understanding of bank liquidity frameworks and HQLA concepts
• Working knowledge of hedge accounting (ASC 815) and effectiveness testing workflows
• Solid understanding of fixed income instruments including U.S. Treasuries, Agency MBS/CMOs, and municipal securities
• Experience producing portfolio analytics (duration, yield, spread, carry)
• Ability to operate independently in a build-and-run environment

Responsibilities

• Support Treasury portfolio manager with analytics on portfolio positioning, relative value, and balance sheet strategy
• Produce regular portfolio analysis including yield, spread, duration, convexity, and carry profiles
• Support liquidity buffer sizing, composition monitoring, and optimization initiatives
• Evaluate secured funding alternatives and balance sheet efficiency opportunities
• Contribute to ALCO and senior management materials related to portfolio and liquidity positioning
• Monitor market and funding developments impacting the investment and liquidity portfolios
• Build and maintain monthly and quarterly liquidity buffer processes supporting Large Bank Advancement (LBA) requirements
• Support HQLA eligibility analysis and collateral optimization workflows
• Lead development and ongoing enhancement of the firm’s tri-party repo capabilities
• Partner with Liquidity Risk, Treasury Funding, and Portfolio Management teams to enhance secured funding flexibility
• Monitor tri-party activity, collateral usage, and counterparty exposures
• Identify opportunities to improve liquidity deployment and balance sheet efficiency
• Develop and maintain internal processes supporting hedge accounting documentation (ASC 815)
• Support effectiveness testing workflows for fair value and cash flow hedges
• Manage monthly and quarterly processes supporting OTTI and CECL analysis
• Build process documentation, controls, and operating procedures

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level