‘Big Short’ Recreates Lehman Bros. Offices in Regulator’s Building...

New York’s top banking regulator, Benjamin Lawsky, walked into the office of Lehman Bros. Friday morning almost seven years too late.

Well, not really.

Mr. Lawsky walked into the Wall Street office of the Department of Financial Services at 1 State Street this morning to find the production crew of “The Big Short” had re-created it as the lobby of the failed investment bank.

Can’t make it up dept: The DFS building is today playing Lehman Bros as they film The Big Short in our lobby. #cameo pic.twitter.com/QYXPsmJA5A

— Ben Lawsky (@BenLawsky) May 22, 2015

Mr. Lawsky has already had a big week. He announced Wednesday that he would be leaving the department after four years of service, the same day his office finalized a $485 million settlement with Barclays over alleged manipulation of the foreign-exchange market. But walking into a Hollywood movie scene had to be the week’s biggest surprise.

Indeed, the entire lobby was “overtaken” by extras wearing black and navy suits and holding boxes, according DFS spokesman Matt Anderson.

They were apparently re-creating the grim day on Sept. 15, 2008, when Lehman announced it would declare bankruptcy. Michael Lewis recounted the spectacle of hundreds of bank employees removing files and streaming out of the bank’s offices at 745 Seventh Avenue in his book “The Big Short,” upon which the film is based.

[EARLIER: Our ‘Big Short’ Casting Ideas]

Brad Pitt is producing the movie, which began filming this year and will re-tell the story of investors who got rich by predicting the collapse of the housing market. The film already features some serious star power – Christian Bale, Ryan Gosling, Steve Carell and Marisa Tomei all have roles- but added some true gravitas to its cast Friday.

That’s because DFS Assistant Counsel Jared Elosta temporarily lent his talents as an extra. Mr. Elosta said he was on his way out of the lobby to grab a bagel sandwich for lunch when a crew member asked him, “are you walking?

“They said action and I just went with it,” Mr. Elosta said.

Mr. Elosta said he didn’t have a box like the other extras but tried to look the part.

“I had a stony expression on my face as I was walking through the door, so I’m hoping my acting skill will be apparent,” he said.

A Paramount Pictures spokeswoman did not immediately respond to a request for comment.