Thanks for your reply.
I have created one sample pbix file with the same scenario.
Can you please take a look at it?
 
'User_Access' table which I have created in database to define roles.
I want to create roles based on below 3 fields:
1) 'Market--> From 'T2' table.
2) Portfolio --> From T3 table.
3) PU --> From T3 table.
 
I am referring below link to create Dynaic RLS. To get it work I have to create Bidirectional relationship between 'Market/PU/Portfolio' and 'User_Access' table but at a time I can make bidirectinal relationship between either Market-User_Access(Market) or PU-User_Access(PU) or Portfolio-User_Access(Portfolio).
 
 
Is there any other way to get it work? Attaching sample pbix file for reference.
 
Thanks!
 
Regards,
Poonam