David Bevan Email & Phone Number

New York, Ny, Us

• Product control ownership of EMEA Interest Rate Exotics and Options desks, including all aspects of daily reporting and month end reporting.• Lead for Product Control Standards reporting across Global Rates.• Product Control lead for various project initiatives; Libor reform of FVA discount curves used for Note activity, Off-Market enhancement, new SPV desk implementation, migration of Options desk to EU based entity.

New York, Ny, Us

• Responsible for a team of controllers covering Prime Brokerage and Stock Borrow loan activity with oversight of daily and monthly reporting.• Ownership and remediation of processes around Capital Deductions reporting on exposures to financial institutions for Global Equities. This included weekly presentation to a senior audience and restatement of 8 quarters of historical results. Specified requirements for a new technology workflow to replace the existing manual spreadsheets and worked with technology to test and implement this reporting.

New York, Ny, Us

• Product Control Manager with responsibility for a team of 15, covering Bonds / Repo / IR derivatives + Forward FX within Emerging Markets.

New York, Ny, Us

• Product Control Manager responsible for two non-linear desks based in EMEA • Built strong relations with Front Office Global Heads• Clean audit received during 2015 for Global FX Exotics business• Managed migration of Global FX Option business onto new strategic P&L aggregator (Athena Trader Desktop)• Successful initiative to re-align cost centres in the sub-ledger that were being used by other lines of business

New York, Ny, Us

• Product Control Manager responsible for P&L, Risk, Balance Sheet and Regulatory Reporting for both the Global FX Option and EMEA FX businesses • Managed the relationship with senior Front Office Global Head based in EMEA• Hired a number of individuals into the team at up to senior associate level• Significantly improved Structured Notes and Tax Attribution process for Global FX Option business• Finance lead in new product approval process for FX business in EMEA, including the introduction of new dual currency security.

New York, Ny, Us

• Set up new EMEA Rates Derivative Product Control team. New desks included EMEA Options, Inflation, FX Forwards and 5 Swap market making deskso Made several high quality hires at senior associate level.o Migrated P&L and Risk reporting function from Middle Office, and monthly / quarterly reporting from other Finance teams• Rates coordinator for North America and EMEA on meeting Finance reporting requirements for impending Volcker rules• Set up new Global desk (DCU desk) to manage the CSA discounting risk on derivative contracts across the Investment Bank. This desk takes and manages a slice of risk and P&L from derivative trades across all line of business and regions.o Defined the infrastructure and implemented the Finance reporting processes for T+1 P&L and risk reporting.o Led subsequent on-boarding of new businesses to DCU including Global Rates, Exotics, Structured Products, FX Options, Emerging Markets.

New York, Ny, Us

• Responsible for financial control of legacy Merrill Lynch Structured Notes issuance business as well as other Luxembourg based funding entities.• Managed FX hedging process in EMEA, including average rate hedging of the firm’s compensation payments• Finance lead on a project to deliver straight through processing of cashflows for Structured Notes business. • Led project to migrate legacy BoA issuance vehicle onto Merrills infrastructure.• Enhanced the monthly FX hedging process to enable levelling trades to be transacted with the street at T+2 rather than T+10, minimising FX P&L volatility.• Respected advisor to the business on a range of finance issues, particularly around FX Spot levelling, average rate VICP hedging, Structured Notes accounting. Member of NPR committee for new Notes issuances.• Disclosure reporting, statutory accounts review, presentation of financial results to quarterly board meeting for Structured Notes business.