challenge.js

initial = {
    user_name: "Jay",
    user_details_lastname: "Parmani",
    user_details_random: "Hello",
    user_details_address_city: "Surat",
};

final = {};

for (var key in initial) {
    if (initial.hasOwnProperty(key)) {
        partitioned = String(key).split("_");
        temp = final;
        partitioned.forEach((element, i) => {
            if (!temp.hasOwnProperty(element)) {
                temp[element] = {};
            }
            temp = temp[element];
        });
        temp[partitioned[partitioned.length - 1]] = initial[key];
    }
}

console.log(final);