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I assume you just missed the tab and it's not a bug or anything.

If you go to single player from the main menu, there are two tabs in the top left. It defaults to "historical start" which is how you started playing in the first place. The second tab is "saved games" which are all your saves. It's actually pretty easy to miss, most people are just used to it from other Paradox games.
 
Yes, you need to click on the tab "saved games". As this is not a tech support question, I'm moving it to the main forum. If it is indeed a technical problem with your install hindering you to load save games, I'll move the thread back ;)