Creating Data Roles

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We need to create a custom role for Compensation Administrator. I have copied the seeded role and create a job role. But how to create a data role using that job role?

When I try to create a data role in Manage Data  Roles and Security Profiles I can not give the relevant data role codes. I tried with copying existing data role and then add security policies for the new one but again it does not shows the relevant job role. How to create data role?