Is there an equivalent expression in Korean? And if so, is this something a man normally likes to be told in Korea?
We usually say it with the adjective '과분하다' in Korean. And it can be used in completely different nuances according to the context and the situation.
to be in over one's head
누구의 분(수)에 넘치다,
to be above/beyond one's place
Here, the noun 분(分) or 분수(分數) refers to the proper limit of one's deserved worthy/treatment to deal with or to be dealt.with, according to his/her place.
He married over his head.
그는 과분한 결혼을 하였다.
My wife is much too good a wife for me.
제 아내는 내겐 너무나 과분한 아내입니다.
an undeserved reputation or postion
과분한(or 분에 넘치는) 명성이나 지위
to live within one's mean
자기의 분에 맞게 살다
to live beyond/above one's mean
자기의 분에 넘게/넘치게 살다