An employee of Bridgewater Associates who filed a sexual-harassment complaint against his supervisor has withdrawn the claim and started a new job at private-equity firm KKR. With about $150 billion under management, Westport, Connecticut-based Bridgewater is the world's largest hedge fund. Chris Tarui filed a complaint earlier this year with a Connecticut agency, alleging the harassment and describing Bridgewater as a "cauldron of fear and intimidation" that kept him silent.