Although he only took one wicket in Bangladesh's first innings and has taken just one so far in the second, he has performed better than his figures suggest, displaying good control and producing a beauty on Monday to dismiss Imrul Kayes.
Finn added: "It was frustrating to be bowling nice lines and lengths and not be getting the rewards, but we were prepared coming into the game to bowl dot balls and build the pressure, and that's what we did in the last session, even if we didn't take any wickets.
"The ball is reverse swinging nicely out here and it [the ball that dismissed Kayes] came out nicely.
"We thought potentially there was a chance of us wrapping it up on Monday but we didn't get ahead of ourselves, because we know the guys down the order can bat a bit, as they showed in the first innings.
"On a flat wicket things like that [the thought of losing the game] will cross your mind but we've got the guys in the dressing room who can bowl hard and aggressive lines and a spinner who's been bowling fantastically for the last 18 months."
When asked if England had made the right decision to play four front-line bowlers and not to enforce the follow-on, Finn replied the fact they were on the verge of going one-up in the series was vindication.
"The captain and the management thought it was going to win us the game and at the moment we're in a position where we can win the game," he said.
"That massive first innings score from playing six batsmen has got us into a good position, so you can't argue with that."
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