No. Custom Email Alerts can only be configured for Auditor. You can, however, choose if you want to send Blocked activity email alerts and Flagged activity email to Delegated Reporting Group users.
To do that navigate to the Staff tab and select the Delegated Reporting Group > Configurations. Select the checkbox for ‘Send blocked activity email alerts’ and/or ‘Send flagged activity email alerts’. You can also choose to send flagged activity email alerts for all or any of sub-categories - Sentiments, Sites, and Keywords. Remember to save your configuration so start sending such emails to the Delegated Reporting Group users.