var roles = User.FindAll(ClaimTypes.Role).Select(r=>r.Value);

var groupsQuery = dbContext.Groups.Where(g=>roles.Any(r=>r==g.GroupName));
var groups = await groupsQuery.ToListAsync();

var assetGroupsQuery = dbContext.AssetsGroups.Where(ag => groupsQuery.Any(ag => ag.Id == a.GroupId));
var assetGroups = await assetGroupsQuery.ToListAsync();

The LINQ expression 'where ([ag].Id == [ag].GroupId)' could not be translated and will be evaluated locally.
  The LINQ expression 'Any()' could not be translated and will be evaluated locally.
  The LINQ expression 'where {from Group g in __groups_0 where ([ag].Id == [ag].GroupId) select [ag] => Any()}' could not be translated and will be evaluated locally.
  The LINQ expression 'where ([ag].Id == [ag].GroupId)' could not be translated and will be evaluated locally.
  The LINQ expression 'Any()' could not be translated and will be evaluated locally.