The solution is here : http://sqlmag.com/reporting/managing-analysis-services-activity-14-feb-2010

To show running queries, execute this MDX query :

SELECT * FROM $SYSTEM.DISCOVER_COMMANDS

order by command_start_time

GO

SELECT * FROM $SYSTEM.DISCOVER_SESSIONS

GO

SELECT * FROM $SYSTEM.DISCOVER_CONNECTIONS

GO

Find the forever running query using command_start_time and COMMAND_TEXT.

And then kill the query started by the SQL job using this XMLA query :

<Cancel xmlns="http://schemas.microsoft.com/analysisservices/2003/engine">

<ConnectionID>xxxx</ConnectionID>

</Cancel>

Thanks a lot Derek !