She joined Futures and Options Association (which merged with FIA) in 2004, and was instrumental in helping deliver a range of conferences, dinners and member briefings for industry members. The event she was most associated with was the annual IDX Gala Dinner, which marked its 10th anniversary in 2018 raising money for Futures For Kids (FFK). Connolly played a role as FIA’s lead organizer for the event and also as a trustee of Futures For Kids.
In addition to the Gala Dinner, Connolly also managed the FIA's Power Trading Dinner, the City Debate (previously run by FOA), the Clearing & Technology Dinner, and a number of day conferences and member briefings. For FFK, she also organized smaller fundraising events such as the annual FFK Quiz Night, poker nights other events.
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