Stupid term, but still: Is it hyphenated or not?
Bob was really happy to have hired Alice; she was an 'A-Player' from the world of private equity and would add a lot to the firm.
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"A-Player"--in context of being a top-notch athlete/participant--should be hyphenated. In absence of the hyphen, it would be mistaken for "a player" in the sense of any singular player.
Alternatively, you could quote the 'A,' as in 'A' player. The confusion possible with this method is apparent in the comments on the question itself: it seems to refer to the first in an ordinal set of players, presumably to be followed by 'B' and 'C' players, not a designation that could be applied to all deserving players.
note: The aforementioned comment has been deleted.