It's "циганин" (tsiganin, or ciganin) in Bulgaria. But this is now deemed offensive, hence roma.
In Brazil (which has a sizeable Romani population, and had two Romani presidents), the direct translation of this, "Cigano", is still the one officially used.
I didn’t know that Brazil had two presidents with Romani origin. According to Wikipedia they are Juscelino Kubitscheck and Washington Luís.
Interestingly, many variants of that word in different European languages. See section Exonyms in: