Hi Stephanee,
If the other suggested option of a Task report, grouped by Projects doesn't work for you, you could use a Project report and the "EXISTS" function. In this report you would essentially be saying "show me all of the projects where exists at least 1 assignment to this role".
Here is an example to start you off. In a Project report, in text mode, paste the following:
EXISTS:A:$$OBJCODE=ASSGN
EXISTS:A:projectID=FIELD:ID
EXISTS:A:assignedTo:roleID=ROLE ID HERE
EXISTS:A:assignedTo:roleID_Mod=in
Replace "ROLE ID HERE" with your roleID. You may need to add more filters to either the EXISTS statement (so, adding more lines starting with "EXISTS:A") or to the report overall to suit your specific needs.