Yes, we have @Bastien_Siebman and @accounting1 is correct in that it’s been a popular request for some time now: Sort and filter project by multiple fields (Due date and assignee for example)
I remain hopeful that it will come, especially with My Tasks resembling a project with v2. That said, I genuinely see how this can often be an issue for those that need to see their information in a project through a customized view (likely involving multiple criteria sorting and filtering). It’s in my top 3 as the most desperately needed updates.
For now @accounting1, as much as I hate to admit, I accomplish this capability through the Google Sheets integration. I sync projects that require more customized views and save Filter Views so I can see the information I need within a click. It isn’t ideal (requiring steps outside Asana) but it at least allows me to see information the way I need to.