Here we go:
var roleManager = new RoleManager<Microsoft.AspNet.Identity.EntityFramework.IdentityRole>(new RoleStore<IdentityRole>(new ApplicationDbContext()));
if(!roleManager.RoleExists("ROLE NAME"))
{
var role = new Microsoft.AspNet.Identity.EntityFramework.IdentityRole();
role.Name = "ROLE NAME";
roleManager.Create(role);
}