Generally, you do not have to exhaust interal administrative remedies if you are fung a statutory claim. However, you must exhaust non statutory claims. Contact an employment attorney soon. Internal procedures often have very short timelines. Most attorneys offer free initial consultations.
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In a nutshell, no, you are not required to exhaust administrative remedies to file a civil action for whistleblower claims. But it may be a good idea to fully exhaust the employer's internal complaint procedures, determine the extent of their investigation and whether it remedied the situation. An employer has broad discretion in correcting most issues. Also, you should have a suffered an adverse employment action due to your complaint, like a discharge. See an attorney to review your issues. Thank you.
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