you have to move away from the steppes and after you build "Military Ocupattion of local towns" you will have the choice to build "Migration" in 4 turns or "Allied Goverment" in 1 turn.
In my Sauro Game I could only built them in Armenia to the south and in Antiochia-Marginae in the east!
BTW, why do you need those bosphoran archers when you can use Horse Archer units?