No, only one save file can be created per user environment (one PlayStation™Network/Xbox Live ID).
However, multiple user environments can be created per game system. For details, see your system's instruction manual.
Games
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PES
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PES 2018
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PES 2017
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Other PES Games
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Super Bomberman R
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Metal Gear Survive
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Metal Gear Solid V: The Phantom Pain
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Metal Gear Solid V: Ground Zeroes
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Metal Gear Solid: The Legacy Collection
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Metal Gear Rising: Revengeance
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Castlevania: Lords of Shadow 2
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Castlevania: Lords of Shadow Collection
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Mobile & Social Gaming
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Other Games
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General Questions
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Yu-Gi-Oh!