(Bloomberg) -- There’s a personal trainer who says he was wrongly arrested, a globetrotting trip to Mykonos and Marrakech, a divorce threat spurred by Instagram photos, a Greenwich cop accused of shirking his duties and a bank strategist who refused to cut his hair until the Fed cut rates.

That’s all part of a bizarre lawsuit filed against David Zervos, Jefferies Financial Group Inc.’s well-known chief market strategist. A Miami Beach-based personal trainer named Darnell Davis claims he engaged in a three-continent affair with Zervos’s wife, and the couple -- rather than splitting up -- filed false charges of assault and unlawful restraint against him.

Zervos, who grabbed headlines last month with his live haircut for charity on CNBC after the Federal Reserve trimmed interest rates, faces accusations of libel, false imprisonment and malicious prosecution, according to a compliant filed in July.

It says Zhanna Zervos and Davis spent weeks last year traveling together across the U.S., Greece, Spain, the U.K. and Morocco, where the pair took a sunset camel ride on his birthday. The banker caught wind via social media and threatened to file for divorce, the lawsuit says.

Davis alleges that she falsely claimed he physically forced her to spend his birthday with him, and that her claims were filed with Greenwich Police Department’s Ryan Carino days before they spent a weekend in Miami together. The suit accuses Carino of failing to properly investigate her claims. Davis was arrested in North Carolina in November, but charges against him were dropped, according to the complaint.

“It’s absolutely bizarre that it’s public, and it’s not the truth,” Zhanna Zervos said about the lawsuit in a phone interview. “I love my husband.”

David Zervos didn’t respond to messages, and a Jefferies spokesman had no immediate comment. “Officer Carino has not been served,” said Lieutenant John Slusarz, a spokesman for the Greenwich police. “So we have no information on the lawsuit.”

Jefferies executives’ marital troubles have spilled into court before. Five years ago, Sage Kelly was the firm’s head of health-care banking when his wife Christina accused him in court filings of bingeing on cocaine with clients and colleagues. Richard Handler, who runs the firm, said he and his health-care bankers took drug tests that came back clean.

Greenwich Time reported on the suit on Monday. The case is Davis v. Zervos et al, 3:19-cv-01117, U.S. District Court, District of Connecticut (New Haven).

To contact the reporters on this story: Hannah Levitt in New York at hlevitt@bloomberg.net;Max Abelson in New York at mabelson@bloomberg.net

To contact the editors responsible for this story: Michael J. Moore at mmoore55@bloomberg.net, Daniel Taub

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