The subject says it all. If there isn't currently an API call (there doesn't seem to be), can you implement this feature?
I've added your vote to this feature request, which we are already tracking.
We can finally offer you the ability to find all the lists to which an email address is subscribed via the API. We're sorry it took so long to appear. We just have a massive number of feature requests, and it only makes sense to prioritise them by how many people have requested them. So this one has finally been included.
Hope that helps!