Sexual harassment is illegal, but it is a tort and not a crime, and it is a tort on the part of the employer (and, maybe, in some cases the employees supervisor; most Circuits do not allow this, but there are District Courts.in the First Circuit that have, apparently) not the individual harasser (unless the harasser happens to be the supervisor, though that seems to be the case in the hypothetical here.)
The conduct involved overlaps with a number of different torts (some against the victim of harassment, some against the employer) and crimes on the part of the perpetrator, even when they are not the supervisor, though.
Generally speaking, no. It can escalate to the point where other criminal statutes apply (harassment, stalking, assault). But on its own, I don't think the US has any criminal penalties specifically for sexual harassment?