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Agus Sudjianto

from Charlotte, NC
Age ~60

Agus Sudjianto Phones & Addresses

  • 7433 Willesden Ln, Charlotte, NC 28277
  • 7614 Swinford Pl, Charlotte, NC 28270 (704) 287-8925
  • Marion, NC
  • 3024 Stanbury Dr, Matthews, NC 28104
  • Novi, MI
  • Allen Park, MI
  • Detroit, MI
  • Inkster, MI
  • Union, NC
  • 7614 Swinford Pl, Charlotte, NC 28270

Work

Company: Wells fargo Jan 2014 Position: Managing director, executive vice president, head of corporate model risk at wells fargo

Education

Degree: Master of Science, Masters School / High School: Massachusetts Institute of Technology 1999 to 2001 Specialities: Management, Engineering

Skills

Risk Management • Credit Risk • Financial Risk • Analytics • Six Sigma • Statistics • Strategy • Statistical Modeling • Predictive Modeling

Industries

Banking

Resumes

Resumes

Agus Sudjianto Photo 1

Managing Director, Executive Vice President, Head Of Corporate Model Risk At Wells Fargo

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Location:
102 east Main St, Emmett, ID 83617
Industry:
Banking
Work:
Wells Fargo
Managing Director, Executive Vice President, Head of Corporate Model Risk at Wells Fargo

Lloyds Banking Group Sep 2010 - Jul 2013
Director of Analytics and Modeling

Bank of America Feb 2004 - Sep 2010
Executive and Head of Quantitative Risk

Ford Motor Company Dec 1995 - Feb 2004
Product Development Manager
Education:
Massachusetts Institute of Technology 1999 - 2001
Master of Science, Masters, Management, Engineering
Wayne State University 1992 - 1995
Doctorates, Doctor of Philosophy, Engineering
Wayne State University 1990 - 1992
Master of Science, Masters, Industrial Engineering, Statistics
Institut Teknologi Sepuluh Nopember Surabaya 1983 - 1987
Bachelors, Bachelor of Science, Physics
Skills:
Risk Management
Credit Risk
Financial Risk
Analytics
Six Sigma
Statistics
Strategy
Statistical Modeling
Predictive Modeling

Publications

Us Patents

System And Method Of Interactive Design Of A Product

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US Patent:
7389212, Jun 17, 2008
Filed:
Sep 22, 2004
Appl. No.:
10/946652
Inventors:
Liem Ferryanto - Windsor, CA
Mahesh Vora - Farmington Hills MI, US
Agus Sudjianto - Matthews NC, US
Assignee:
Ford Motor Company - Dearborn MI
International Classification:
G06F 17/10
US Classification:
703 2, 700 97, 703 1, 703 6, 703 7, 703 8
Abstract:
A system and method for interactive design of a product includes the steps of identifying an ideal design solution by identifying an unnecessary design parameter having a predetermined significant influence on a variable design response and fixing a predetermined nominal value of the identified unnecessary design parameter at which the variable design response is a minimum and the product design is an uncoupled design or a decoupled design. The method also includes the steps of selecting a most robust ideal design solution from the identified ideal design solution that is the most uncoupled design or the most decoupled design. The method further includes the steps of optimizing the most robust ideal design solution to obtain a pareto-optimal design solution for use in the design of the product that includes a design parameter having an independent design response.

Risk And Reward Assessment Mechanism

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US Patent:
7765139, Jul 27, 2010
Filed:
Aug 30, 2007
Appl. No.:
11/848227
Inventors:
Timothy J. Breault - Huntersville NC, US
Ulrich A. Bruns - Rock Hill SC, US
John Delmonico - Wakefield RI, US
Shelly X. Ennis - Matthews NC, US
Ruilong He - Charlotte NC, US
Glenn B. Jones - Harrisburg NC, US
WeiCheng Liu - Huntersville NC, US
Elaine C. Marino - Coventry RI, US
Arun R. Pinto - Charlotte NC, US
Meghan A. Steach - Charlotte NC, US
Agus Sudjianto - Matthews NC, US
Naveen G. Yeri - Charlotte NC, US
Benhong Zhang - Charlotte NC, US
Zhe Zhang - Charlotte NC, US
Tony Nobili - Charlotte NC, US
Shuchun Wang - Charlotte NC, US
Hungjen Wang - Charlotte NC, US
Aijun Zhang - Ann Arbor MI, US
Assignee:
Bank of America Corporation - Charlotte NC
International Classification:
G06Q 40/00
US Classification:
705 36R, 705 35, 705 38
Abstract:
A data driven and forward looking risk and reward appetite methodology for consumer and small business is described. The methodology includes customer segmentation to create pools of homogeneous assets in terms of revenue and loss characteristics, forward looking simulation to forecast expected values and volatilities of revenue and loss, and risk and reward optimization of the portfolio. One methodology used for modeling revenue and loss is a generalized additive effect decomposition model to fit historical data. Based on the model, a segmentation procedure is performed, which allows for creation of groups of customers with similar revenue and loss characteristics. An estimation procedure for the model is developed and a simulation strategy to forecast and simulate revenue and loss volatility is developed. Efficient frontier curves of risk (e. g. , return volatility) and reward (e. g.

Risk And Reward Assessment Mechanism

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US Patent:
8326723, Dec 4, 2012
Filed:
Aug 25, 2009
Appl. No.:
12/546807
Inventors:
Agus Sudjianto - Matthews NC, US
Michael Chorba - Charlotte NC, US
Daniel Hudson - Charlotte NC, US
Sandi Setiawan - Charlotte NC, US
Jocelyn Sikora - Charlotte NC, US
Harsh Singhal - Charlotte NC, US
Kiran Vuppu - Charlotte NC, US
Kaloyan Mihaylov - New York NY, US
Jie Chen - Charlotte NC, US
Timothy J. Breault - Huntersville NC, US
Arun R. Pinto - Charlotte NC, US
Naveen G. Yeri - Charlotte NC, US
Benhong Zhang - Charlotte NC, US
Zhe Zhang - Charlotte NC, US
Tony Nobili - Charlotte NC, US
Aijun Zhang - Ann Arbor MI, US
Assignee:
Bank of America Corporation - Charlotte NC
International Classification:
G06Q 40/00
US Classification:
705 36R, 705 35, 705 38
Abstract:
A data driven and forward looking risk and reward appetite methodology for consumer and small business is described. The methodology includes customer segmentation to create pools of homogeneous assets in terms of revenue and loss characteristics, forward looking simulation to forecast expected values and volatilities of revenue and loss, and risk and reward optimization of the portfolio. One methodology used for modeling revenue and loss is a generalized additive effect decomposition model to fit historical data. Based on the model, a segmentation procedure is performed, which allows for creation of groups of customers with similar revenue and loss characteristics. An estimation procedure for the model is developed and a simulation strategy to forecast and simulate revenue and loss volatility is developed. Efficient frontier curves of risk (e. g. , return volatility) and reward (e. g.

Credit-Approval Decision Models

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US Patent:
8396789, Mar 12, 2013
Filed:
Jan 4, 2010
Appl. No.:
12/651666
Inventors:
Agus Sudjianto - Matthews NC, US
Peter B. Vechnak - Charlotte NC, US
Michelle Warholic - Cherry Hill NJ, US
Meghan Alita Steach - Charlotte NC, US
Jie Chen - Chappaqua NY, US
Assignee:
Bank of America Corporation - Charlotte NC
International Classification:
G06Q 40/00
US Classification:
705 38
Abstract:
Embodiments of the present invention evaluate consumer spending and borrowing patterns and, based thereon, forecast changes in consumer failure to repay rates. Embodiments of the present invention then develop macroeconomic variables that reflect the forecasted changes in consumer failure to repay rates and implement those macroeconomic variables into credit-approval decision models. The implemented macroeconomic variables adjust the decision models' credit-approval thresholds to account for the forecasted changes in consumer failure to repay rates. For example, if forecasts indicate decreasing credit failure to repay rates, then macroeconomic variables are developed and implemented in decision models to reduce credit-approval thresholds, thereby reducing qualifying creditworthiness scores and making it easier to get credit. On the other hand, for example, if forecasts indicate increasing credit failure to repay rates, then macroeconomic variables are developed and implemented in decision models to increase credit-approval thresholds, thereby restricting access to credit and reducing future losses from consumer failures to repay.

Determining Leading Indicators

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US Patent:
8423454, Apr 16, 2013
Filed:
Jan 6, 2012
Appl. No.:
13/344709
Inventors:
Jie Chen - Chappaqua NY, US
Timothy John Breault - Huntersville NC, US
Fernando Cela Diaz - New York NY, US
William Anthony Nobili - Charlotte NC, US
Sandi Setiawan - Charlottle NC, US
Harsh Singhal - Charlotte NC, US
Agus Sudjianto - Charlotte NC, US
Andrea Renee Turner - Rock Hill SC, US
Bradford Timothy Winkelman - Wilmington DE, US
Assignee:
Bank of America Corporation - Charlotte NC
International Classification:
G06Q 40/00
US Classification:
705 38
Abstract:
Embodiments of the present invention relate to methods and apparatuses for determining leading indicators and/or for modeling one or more time series. For example, in some embodiments, a method is provided that includes: (a) receiving first data indicating the value of a total income amount for a plurality of consumers over a period of time; (b) receiving second data indicating the value of a total debt amount for a plurality of consumers over a period of time; (c) selecting a consumer leverage time series that compares the total income amount to the total debt amount over a period of time; (d) modeling the consumer leverage time series based at least partially on the first and second data; (e) determining, using a processor, the value of the cycle component for a particular time; and (f) outputting an indication of the value of the cycle component for the particular time.

Consumer Leverage Modeling

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US Patent:
8533082, Sep 10, 2013
Filed:
Aug 14, 2009
Appl. No.:
12/541728
Inventors:
Agus Sudjianto - Matthews NC, US
Jie Chen - Charlotte NC, US
Meghan Alita Steach - Charlotte NC, US
Assignee:
Bank of America Corporation - Charlotte NC
International Classification:
G06Q 40/00
US Classification:
705 35
Abstract:
Embodiments of the present invention relate to systems, methods and computer program products that model consumer leverage and provide a leading indicator that predicts increases or decreases in consumer net non-collectibles. To do so, for example, the present invention determines the growth of consumers' spending and borrowing, and tracks a relationship between the value of a ratio that compares consumers' spending and borrowing and the value of the equilibrium of the ratio that compares consumers' spending and borrowing. This relationship is then applied to predict changes in consumers' ability to repay borrowed funds and consumer net non-collectibles.

Method And System For Anti-Money Laundering Surveillance

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US Patent:
8544727, Oct 1, 2013
Filed:
Oct 30, 2006
Appl. No.:
11/554191
Inventors:
Matthew R. Quinn - Wilmington MA, US
Agus Sudjianto - Matthews NC, US
Peter C. Richards - Pembroke MA, US
Misty Ritchie - Charlotte NC, US
Assignee:
Bank of America Corporation - Charlotte NC
International Classification:
G06Q 40/00
US Classification:
235379, 235380, 705 2, 705 35, 705 38
Abstract:
A method for anti-money laundering surveillance may include analyzing transaction data based on a group that may include at least one of peer comparison, expected level of activity and debit/credit flow through. The method may also include generating an alert in response to one or more predetermined results from the analyzing.

Risk And Reward Assessment Mechanism

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US Patent:
8577776, Nov 5, 2013
Filed:
Sep 14, 2012
Appl. No.:
13/618121
Inventors:
Agus Sudjianto - Matthews NC, US
Michael Chorba - Charlotte NC, US
Daniel Hudson - Charlotte NC, US
Sandi Setiawan - Charlotte NC, US
Jocelyn Sikora - Charlotte NC, US
Harsh Singhal - Charlotte NC, US
Kiran Vuppu - Charlotte NC, US
Kaloyan Mihaylov - New York NY, US
Jie Chen - Charlotte NC, US
Timothy J. Breault - Huntersville NC, US
Arun R. Pinto - Charlotte NC, US
Naveen G. Yeri - Charlotte NC, US
Benhong Zhang - Charlotte NC, US
Zhe Zhang - Charlotte NC, US
Tony Nobili - Charlotte NC, US
Aijun Zhang - Ann Arbor MI, US
Assignee:
Bank of America Corporation - Charlotte NC
International Classification:
G06Q 40/00
US Classification:
705 36R, 705 35
Abstract:
A data driven and forward looking risk and reward appetite methodology for consumer and small business is described. The methodology includes account level historical data collection for customers associated with accounts as part of a portfolio. The account level historical data is segmented into groups of customers with similar revenues and loss characteristics. Segmented data is decomposed into seasoning, vintage, and cycle effects. Statistical clusters are formed based upon the data and effects. A simulation is applied to the statistical clusters and prediction data is generated. A simulation strategy to forecast and simulate revenue and loss volatility is developed. Efficient frontier curves of risk (e. g. , return volatility) and reward (e. g. , expected return) are created for the current portfolio under various economic scenarios.
Agus Sudjianto from Charlotte, NC, age ~60 Get Report