Jordan Whimmer, 29, also alleged that Mark Lowe, of Nomos Capital, would share his sexual fantasies with her and regularly groped her over a four-year period.
Ms Whimmer, who earned £577,000-a-year with the Mayfair-based hedge fund, claimed Mr Lowe would bring escorts to business meetings.
However, a written judgement found her claims were not supported by documentation provided.
A representative for Ms Whimmer did not rule out an appeal of the decision.
This follows a case in Liverpool where the former partner of a law firm was unsuccessful in a claim of sexual discrimination against the bosses of DLA Piper after she believed she was made redundant for being pregnant.
In that case, Sarah Sweeney alleged she had her bottom slapped by male staff and was told that women with children should not be working.
By Ross George
