jibi;
I use an administration tool called Hyena that appears to do what it is that you're looking for.
In this tool I can navigate to a particular global group and choose 'List Directory Security'. The tool then shows me what appears to be all of the directories with security permissions related to that group.
Hyena website is
http://www.systemtools.com
Hope this was what you are looking for!
(EDIT) On second look, this looks like it is really just showing the security permissions within Active Directory, not NTFS permissions like you wanted. I'll keep digging around in Hyena though, it is very full featured.