I just found the problem: I forgot to add the @DeclareRoles()
annotation.
You have to Declare the roles you want to use somewhere in your application. I for example use a SingletonEJB in which I declare the roles I'm using (using the DeclareRoles-Annotation).
Example:
@Singleton
@LocalBean
@DeclareRoles({ "ADMIN", "USER" })
public class Application {
}