Thanks for your reply @Oury Ba-MSFT .
I have figured it out, actually the database does not have any table in public schema, hence it is not showing the role and its permission. once any table is created then it wil reflect the permission. I use below script to get list of roles in a database and their permission.
SELECT table_catalog, table_schema, table_name, privilege_type FROM information_schema.table_privileges WHERE grantee = 'MY_USER'