Displaying parent attributes alongside child attributes
No, you can't. 

As you currently have your Employee table, you can't have a Manager Role attribute for an employee.

To have a Manager Role attribute, you'd have to add a ManagerRole column to your Employee table:

Key  Name   Role  ManagerKey  ManagerRole
---  -----  ----  ----------  -----------
1    John   CAO   1           CAO
2    Adam   Emp   1           CAO
3    Steve  CAO   3           CAO
4    Colin  Con   3           CAO
5    Tony   Con   3           CAO


... so that you could define a Manager Role attribute on your Employee dimension.