DECISION & ORDER On January 4, 2023, the plaintiff, Jesse Grossman, commenced this action under the Age Discrimination in Employment Act (“ADEA”) and the New York State Human Rights Law (“NYSHRL”). Docket Item 1. She alleges that the defendants — the New York State Office of Mental Health (“OMH”) and its Commissioner, Dr. Ann Marie T. Sullivan — discriminated against her based on her age when she worked at the Buffalo Psychiatric Center, a state facility operated by OMH. See id.; Docket Item 5 (amended complaint); Docket Item 18 (second amended complaint). After OMH moved to dismiss the complaint, Docket Item 4, Grossman amended the complaint, Docket Item 5, and both defendants moved to dismiss the amended complaint, Docket Item 10. This Court found that Grossman’s claims were subject to dismissal but gave her leave to amend a second time. Docket Item 17. Grossman then filed a second amended complaint, Docket Item 18; the defendants again moved to dismiss, Docket Item 19; Grossman responded, Docket Item 20; and the defendants replied, Docket Item 21. For the reasons that follow, the defendants’ motion to dismiss is granted and Grossman’s claims are dismissed without prejudice. LEGAL PRINCIPLES “A case is properly dismissed for lack of subject matter jurisdiction under [Federal Rule of Civil Procedure] 12(b)(1) when the district court lacks the statutory or constitutional power to adjudicate it.” Makarova v. United States, 201 F.3d 110, 113 (2d Cir. 2000) (citing Fed. R. Civ. P. 12(b)(1)). “A plaintiff asserting subject matter jurisdiction has the burden of proving by a preponderance of the evidence that it exists.” Id. (citing Malik v. Meissner, 82 F.3d 560, 562 (2d Cir. 1996)). “[B]ecause sovereign immunity is ‘jurisdictional in nature,’ questions of sovereign immunity implicate a court’s subject matter jurisdiction and are analyzed under Rule 12(b)(1).” Arjent LLC v. SEC, 7 F. Supp. 3d 378, 383 (S.D.N.Y. 2014) (quoting Hamm v. United States, 483 F.3d 135, 137 (2d Cir. 2007)). “Dismissal for lack of subject matter jurisdiction must be without prejudice.” J.J. Cranston Constr. Corp. v. City of New York, 602 F. Supp. 3d 373, 379 n.9 (E.D.N.Y. 2022) (citing Siegel v. Apergis, 610 F. App’x 15, 16 (2d Cir. 2015) (summary order)). DISCUSSION1 The defendants argue that Grossman’s ADEA claim is barred by sovereign immunity, Docket Item 19-1 at 5-9, and that this Court should decline to exercise supplemental jurisdiction over her NYSHRL claims, id. at 10-11.2 Grossman responds that her ADEA claim survives the defendants’ motion to dismiss and that this Court therefore has and should exercise supplemental jurisdiction over her state law claims. Docket Item 20. This Court addresses each set of claims in turn. I. ADEA CLAIM The Eleventh Amendment “bars…a claim for damages against [a state official sued in her] official capacit[y].” Darcy v. Lippman, 356 F. App’x 434, 436-37 (2d Cir. 2009) (summary order). “Under the well-known exception to this rule set forth in Ex parte Young, [209 U.S. 123 (1908)], however, a plaintiff may sue a state official acting in [her] official capacity — notwithstanding the Eleventh Amendment — for prospective, injunctive relief from violations of federal law.” State Emps. Bargaining Agent Coal. v. Rowland, 494 F.3d 71, 95 (2d Cir. 2007) (citation and internal quotation marks omitted). “In determining whether the doctrine of Ex parte Young avoids an Eleventh Amendment bar to suit, a court need only conduct a straightforward inquiry into whether the complaint alleges an ongoing violation of federal law and seeks relief properly characterized as prospective.” Verizon Md., Inc. v. Pub. Serv. Comm’n of Md., 535 U.S. 635, 645 (2002) (alteration, citation, and internal quotation marks omitted). Grossman asserts an ADEA claim against Sullivan in her official capacity, Docket Item 18 at