This is not possible unless you pull all the Identity data down in one shot, which is only technically possible if the total set of possible identities to pull is less than or equal to 10 000. In that case, use search, but carefully: no nested data, and really just ask for the attributes you need (at most 3 attributes per dropdown option): A Complete Guide to Retrieving Identity Data via the Identity Security Cloud API
Then, you can run a JSONpath filter on the in-memory results from that single /search endpoint, and present the relevant data.