Hi Bruno,
If Business Roles have been created in the system then it should be shown here.
Please request your Global Administrator to check if it is visible with Global Admin role, if not then you need to create an incident for SAP.
However, you can still execute the report "Segregation of Duty Conflicts" from Business Analytics work center.
One more thing can be done, assign the report to work center:
After electing the report -> Please click on Assign button -> This will open a new window where you will find the tab "Work Center view" -> Group by "Work Center" -> Under "Application and User Management" -> Select the checkbox in "Assign" Column for "Business Users" view -> Save.
Now check if the report is available for you in Application and User Management.
Regards,
Suman