Is there a word for "more experienced colleague?"

Depending on context, you might use

Mentor =

a person who gives a younger or less experienced person help and advice over a period of time, especially at work or school

Cambridge dictionary

A mentor is not necessarily of the same rank but the definition includes those people who are so.

An old hand (n.): (OED) 1. A person who has been employed for a long time or who has experience in a business, or who is skilful in doing something. An old hand at photography, Tim has been shooting wildlife as a hobby for the last 13 years. https://dictionary.cambridge.org/dictionary/english/old-hand

The first definition of veteran in the Oxford dictionary is "a person who has had long experience in a particular field"

better - One's superior in some personal quality or attainment or (now only in pl.) in social status.

superior - A person of superior rank or status.

senior - A person of (comparatively) advanced age, high standing, or long service.

higher-up - A superior.

[source - SOED]

Expert works well. For example: If Sarah has just been hired, her co-workers might say, “Go talk to Brian. He’s the expert.”