For those that may find themselves with the same problem, here's the proper filter
(&(objectClass=user)(memberof:1.2.840.113556.1.4.1941:=cn=app_hd_analyst,ou=ApplicationRoles,ou=groups,ou=lab,dc=company,dc=us))
The key is the extension to LDAP with memberof to search through the tree.
Reference:
http://msdn.microsoft.com/en-us/library/aa746475%28v=vs.85%29.aspx
google: ldap search extended match operator
http://stackoverflow.com/questions/13758650/nested-group-ldap-search-filter
google: ldap search through nested groups