Security Role in UI list

I created a Security Role. The role does not display in the (System Administration -> Users) list of roles you can assign to a user.

The only things I did:

1. Create the role

2. Assign some privileges and duties and all that

3. Build project

4. Didn't work, so I built my model

Is there something I am missing? Something I need to refresh, build or create?

Thanks for reading