Now you are complicating matters!
A small retaining wall will likely need a footing. The required footing would be bigger (deeper) than the raised retaining wall portion.
Technically the foundation should be below the frost line but truthfully if it were me I would dig a hole about twenty inches deep and fill it to the grade with reinforced concrete. Then set some concrete bricks or wall bricks on top of the footing with mortar. That could look pretty good actually. If there is only one row of bricks above grade I would use ceramic tile thinset mortar instead of brick mortar to set the wall bricks.
Then again I might just live with the slope.