It seems Jinja2 (as supported in Saltstack) doesn't support regex matching, unless I'm missing something? A number of frameworks that leverage Jinja2, such as Ansible have custom support for regex filters. Elsewhere people are directed to write custom filters.
Some questions for those in the know, would probably help understand this state of affairs:
This is an oldish post, but I came across it and to help other people that do the same..
SaltStack does now have regex_search and regex_match as of 2017.7.0:
https://docs.saltstack.com/en/latest/topics/jinja/index.html#regex-search