A Goldman Sachs banker was arrested in East Hampton on Wednesday after allegedly raping a 20-year-old woman at a swanky house party he threw with his wife.

According to the East Hampton Star, the incident occurred at 37-year-old Jason Lee's rented Clover Leaf Lane home sometime between Monday night and Tuesday morning, following a gathering that "apparently involved nudity."

Lee, who denied the allegations, was arraigned on Wednesday and posted $20,000 bail. He is currently on leave from his job as a managing director at the firm's equity capital markets group. He and his wife paid $33,000 to rent the four-bedroom home for the month of August, the Times reports.

According to East Hampton Patch, police said Lee had met the victim earlier in the evening, but that the two had no prior relationship.