No a vet is not needed. A little more info please... has the baby partially shed or started and has not shed at all. If you have a partial shed and there is flaking bit and bobs around try soaking her for 20 min in 84-7ºF water for 10 to 20 min and then give her something to rub against (folded cardboard or a textured hide...) and let her be for a bit and see if she gets it off her self.
If there is no sign of shed yet it may not have occured yet and you just need to wait and keep the humidity correct or a touch higher. (60-70%) it will happen.