Early in her career, McConnell served as a legislative aide for a Massachusetts State Senator and also served as a program analyst for a small foundation, working to make grants in education policy and climate change, according to her Take On Wall Street bio. She then took her work international, spending time in Bogotá, Colombia, where she built a network of Latin American NGOs that worked to implement social enterprise activities. She also worked for Oxfam American and the ONE Campaign.

When McConnell moved to Washington, D.C., she narrowed her focus to address the misdeeds of financial corporations. From 2013-2017, McConnell ran the Financial Transparency Coalition, a global network of governments and experts working to stop illicit financial flows out of developing nations, according to her LinkedIn. Her work there included responding to the release of the Panama Papers. McConnell has also provided analysis for media outlets including NPR, The Guardian, Reuters, AlertNet, Daily Nation Kenya, EU Observer, Fusion, and Voice of America.