Rocco Bacchini Email and Phone Number

• Responsible for the alignment of IMBA index committees, Risk MIs reporting, policies and procedures to the S&P DJI governance and control framework.• Serve as interim iBoxx IAC chair until full integration.• Harmonise legacy IMBA and S&P DJI benchmark statements; ensure that all statements and relevant ESG/PACT disclosures are complete, updated and published.• Maintain accuracy of the ESMA, IMBA and S&P DJI benchmark registers.• Oversee controls for all S&P DJI benchmarks which have been authorised or endorsed across our different regulated entities.• Work closely with Compliance and Legal to identify gaps in the control framework with regards to compliance with BMR and IOSCO. Drive remediation for uncovered gaps as well as any issues identified as part of internal/external audits and our Compliance Monitoring Programme.• Deliver workflows and process improvements/automation across all of Index Governance to demonstrate policy adherence.

• Drafted IMBA policies, procedures and other required documentation, which I presented to the IMBA Board for approval.• Assessed Business alignment with policies/procedures and ensured a consistent approach in interpretation and decision making.• Chaired the IMBA Regulatory & Compliance working group to conduct, in cooperation with Product Managers, fundamental reviews aimed to address feedback from regulators; the working group also focused on policy implementation and continuous improvement plan. I held participants accountable to ensure productive participation, contribution and deliverables.• Combined cross-product, regulatory and compliance exposure with operational expertise to provide guidance to Business and IACs on specific matters raised to IMBA.• Participated as voting member to all IACs across different asset classes and played an active role in representing IMBA.• Coordinated with relevant internal stakeholders the execution of annual index methodology reviews.• Led due diligence on third-country administrators seeking benchmark endorsement; performed IOSCO/BMR gap analysis of in-scope indices and planned remediation work; designed control framework based on required level of oversight.• Attended all Contributors’ performance review meetings to monitor and challenge compliance with their code of conduct through MIs reporting; I was also responsible for the annual attestation process.• Designed and implemented internal MIs to capture Business risk and performance associated with the daily index determination of our benchmark families, which I reported to the IMBA Board and the Benchmark Oversight Committee.

• Set-up our first IAC and chaired fortnightly meetings to ensure effective scrutiny of the third-party owned indices under administration; oversight included new index launches, material methodology changes and index cessations, public consultations, use of discretion and expert judgment, disruption events, incident management.• Drafted Contributor Codes of Conduct and defined applicable input data validation framework.• Designed and ran MIs to measure administrator’s performance; presented to customers as part of regular service review meetings.• Conducted risk review of calculation/data management systems and processes; produced recommendation/remediation plans to senior management; maintained Risk Control Self-Assessment (RCSA).• Standardised and streamlined production/maintenance of index manuals and benchmark statements through new content management tool.• Supported Compliance in filing IMBA application to the FCA for authorisation.

• Managed a global team of 10 people responsible for the daily collection, validation and distribution of the Valuations Manager feed.• Led product development and client engagement.

• Onboarded new dealer feeds to increase trade coverage; chaired regular calls to discuss feed enhancement roadmap.• Drafted business requirements and executed system testing of parsing technology.

• Supervised a team of 6 people ensuring timely delivery of OTC valuation statements to JPM clients.• Performed quality checks on price moves and liaised with Front/Middle Office.

• Conducted pre-matching of large cash payments; reconciled and investigated post-settlement Nostro breaks.• Acted as single point of contact for Italian clients and Front/Middle Office.

• Performed daily settlement of OTC Derivatives; investigated and resolve post settlement fails.