Lehman began his career working for the CFTC as an industry economist in 1986. He worked there for three years before moving to the Chicago Board of Trade in 1989. He stayed at the company for over 25 years, and became the director for Commodity Research and Product Development in 2007, when CBOT merged with CME to form CME group. In 2010, he became managing director of commodity research and product development.
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