I have never tried this so not sure. We have a source system that uses security based on roles defined in SQL Server. These are the roles that you would see in SQL Server Management Studio under Security > Server Roles . Can these roles be seen and used in Cognos? The idea is to use these roles without re-creating these roles in Cognos because if a role is added to SQL Server then it should automatically be flown into Cognos.
The way you are describing using these roles, I think you would have to create a namespace in Cognos configuration that mapped to the SQL Server security. I am not sure that is possible.
If I can assume you are using AD, why not use AD groups in both Cognos and SQL Server? Once a group is set up, you would then only need to manage membership in AD. I guess I am also assuming managing membership roles in one place is your goal, which may not be correct. But that's all I have to offer. ;D
The source system uses the roles from SQL Server and we can't change that to use groups from AD.