Roy alongside her sister Tanushree Bhattacharya, made a career in dance at a very young age after she became popular for her role in "Balak Gadadhar" (1969). Barin Dhar, a famous impresario at that time named her "Rumki" and her sister Tanushree "Jhumki". She was trained in Odissi by Kelucharan Mohapatra. In 1991, she formed her troupe "Natraj". In 1991, she was hailed for "Vasavdatta", a production by Natraj. It was a dance-drama where she translated classical Indian dance forms and their iconography into a solemn contemporary dance movements. It was based on "Abhisar", a poem by Rabindranath Tagore. She enacted the role of Vasabdatta, a celebrated courtesan who meets a young mendicant on her way and pleads him to accept her hospitality at her home. The mendicant assures her that he will accept only when the right time will come. Later, Vasavdatta is banished and left alone outside of her city as she has contracted a contagious disease. The mendicant comes, takes her into his arms and says that the time has come. Roy was careful enough regarding the sobriety and delicacy while rehearsing it. Vasavdatta got full seat occupancy every time it was staged.