Banking at Lehman under McGee returned revenues of $11.6 billion in 2004 .
Was still under pressure from President and Chief Operating Officer Joseph M. Gregory for better performance ; McGee disagreed with Gregory 's management of Lehman .
Banking at Lehman under McGee returned revenues of $11.6 billion in 2004 , but was still under pressure from President and Chief Operating Officer Joseph M. Gregory for better performance ; McGee disagreed with Gregory 's management of Lehman .