I can get filter of parent changes assigned to our group separately and filter of subtask assigned to me separately, but I want to get a filter of changes that are only assigned to me.
You would need an app that extends JQL in order to do a nested query in order to get the result you are looking for. There are a handful of apps in the Marketplace that can do this. I have used Enhanced search and JQL Tricks in the past for similar filters.
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