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 !