The firm also pulled in as many favors as they could from companies they had worked with over the years.
They got printers R. R. Donnelly to produce thousands of fliers with a picture of Melissa and persuaded the pharmacy chain Duane Reade to put the fliers in customers' bags as they checked them out.
They enlisted volunteers from financial firms such as Goldman Sachs, Morgan Stanley and Price Waterhouse to widen the search.
"We contacted our law firm in New York and said we need some lawyers to go out with us to walk the street and look for her," Romney said. "Then we contacted our accounting firm. We said we need some accountants to go out and walk the streets with us."
By day the volunteers scoured the streets, handing out fliers, talking to runaways and trying to track down any leads they could. The longer it took to track down Melissa, the slimmer the chances that she would be found, police told them.
Marc Wolpow, then a managing director at Bain Capital, had grown up in New York and felt comfortable helping coordinate the search through all parts of the city.
"I do recall that Mitt jumped in and lead by example, so that everyone else at Bain Capital was eager to lend a hand," Wolpow said.
As the search continued, Robert Gay told reporters that Melissa had left her home in Ridgefield, Conn., and headed for New York City without telling her parents.
Gay said her daughter arranged for a young man the couple had never met to pick her up. The two met another person; all three eventually ended up at the rave on Randall's Island.
After the party, Melissa and the two young men, age 17 and 19, "crashed-out" under the Whitestone Bridge, Gay said
"The two fellows said they last saw her Sunday morning leaving with some other people," Gay told Newsday at the time. "What I can't understand is how the two of them could have taken her to the concert and then run off."
The searches extended deep into the night as the volunteers wandered through the city's parks and ventured into the Manhattan's late night club scene.
"So there we were, a bunch of folks in suits walking around in the parks of New York and in the streets and showing pictures, and saying — when we saw teenagers — 'Have you seen this girl?'" Romney said.
"After a day or two of that it made the news there are all these guys walking around asking kids if they'd seen a picture of this young lady — guys in suits and briefcases," he added.
The local media began running stories focused on the image of buttoned-down financial analysts wandering the city's grittier neighborhoods. It was the break Romney and the rest of the volunteers had been seeking.
After three television stations picked up the story, a call came into a hotline.
According to Romney, the caller asked if there was a reward and then hung up. Police were able to trace the call to a home in Montville, N.J., where they discovered Melissa.
Hours later she was reunited with her parents.
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