por favor tente com a consulta abaixo
Select * from employee a where Employee_Salary > (select avg(Employee_Salary) from
employee b group by Department_ID having b.Department_ID = a.Department_ID)
ou
Select * from employee a where Employee_Salary> (select avg(Employee_Salary) from
employee b where b.Department_ID = a.Department_ID group by Department_ID)