Hi Praman
Have a look in ST22 logs. More than likely there is a configuration item missing or invalid parameter value.
When you create a new role in BRM and press save and continue, the role methodology is evaluated to load up the steps. Perhaps check any related parameters for that as well as your default role methodology. If you have put any customising in, check the BRF+ application/function module has been defined properly.
Regards
Colleen