I’d say it’s quite normal, a lot of permalinks are placed on titles everywhere. It won’t affect your SEO. it’s “just” a link on an H3. I’d have rather done <a><h3>title</h3></a> instead, because I think that My link is a title has a better semantic logic than There’s a link in my title, but I don’t think it’s going to be any harm for either the understanding or how the page is ranked.