Merrill Lynch is facing a new claim for sex discrimination, victimisation and constructive dismissal, according to a report in The Times.
The investment bank is already fighting a record £7.8m sex discrimination claim brought by another female executive.
Elizabeth Weston, a 29-year-old solicitor, will claim that a senior lawyer at the firm made lewd comments to her at a Christmas lunch, the newspaper said.
Last month, the bank settled a ten-year-battle with 1,000 of its women brokers in America, who claimed the firm had a culture of bias against women.