What they have to show is that
1) they had a romantic/sexual relationship
2) he is in a superior position to her in the same work area, not necessarily direct management authority
They were both in the research area. The relationship may have been entirely consensual and based in mutual interest, but since it could be construed as a quid pro quo, it opens the firm to liability if they do not take action.
They weren’t both in the research department. He ran the Fidelity OTC Portfolio Fund and she was a junior analyst. In the Mutual Fund world that is definitely a power differential issue. He clearly could influence her career path.