<START> Alleged Madam's Banker Pal on Leave A Morgan Stanley banker who was with the so-called "Millionaire Madam" when she was arrested was placed on administrative leave today, a Morgan Stanley spokesperson told ABC News. David Walker had been meeting with alleged madame Anna Gristina at the time of her Feb. 22 arrest. "She had been present at his office for a meeting in which she was trying to solicit money to fund what we believe is another illicit business venture on the internet that involves matching up male clients with female prostitutes," prosecutor Charles Linehan said during Gristina's Feb. 23 arraignment. When contacted by Manhattan local news site DNAinfo at his apartment Wednesday, Walker said he was surprised he was receiving attention for his connection to Gristina. She had plenty of other people at Morgan Stanley. I don't know why they're talking about me," he said. Walker is the latest in a cast of characters to emerge in the brothel bust. Authorities are hoping to speak with Jaynie Baker, a sometime matchmaker who allegedly helped Gristina build her clientele by leveraging her high-end connections on the New York social scene. At Gristina's arraignment, prosecutors cautioned against giving her bail because "she has a lawyer friend who is known to this investigation" who helped her invest and launder her money and "we believe.. has basicly locked money away for her" if she had to go on the lam. Prosecutors also asserted during the arraignment that wiretaps have caught her assertions that she "has connections in law enforcement who are poised to help her out." Gristina has four children and lives in Monroe, N.Y., with husband Kelvin Gorr and various rescue animals, including pot bellied pigs.