Hey Michael, to achieve design time role definition and export ability, you need to be using the developer perspective and the repository concept. You can't create roles in the modeler perspective, only at runtime (as Vijay explained) or at design time in the repository.
For me, the best resource thus far is this free course
https://open.sap.com/course/hana1-1
This explains a lot of this concept. This is not a widely known topic or often used in practice, but SAP is moving towards this instead of continuing the use the modeler perspective in future SP's.
Regards,
Justin