Sheri is currently Professor of Economics at the Economics Department, University of Essex,UK.She did her PhD at the London School of Economics in 1987 and started her career as a research fellow (1982-1986) at the London Business School macro-modelling group. She is the founder Director (2003-2009 July) of the Centre For Computational Finance and Economic Agents (CCFEA).  At CCFEA, which currently has 60 PhD and Masters students, she helped pioneer a post graduate curriculum in multi-agent based computational modelling for market and policy design. Sheri was the lead researcher on the Foresight Office of Science and Technology 2006 Intelligent Infrastructure Systems project on designing Smart Market Protocols for Road Transport Congestion which involved the pricing of negative externalities. She directed research at Essex as part of a €4 million EC Research Training Network which supports work on a simulator of a large scale Multi-Agent Model of Credit Risk Transfer in Banks and Financial Contagion. She has also led the development of other large scale simulators: for pricing negative environmental externalities, the design of hybrid systems to complement the RTGS for large value payments in the UK (joint with researchers at the Bank of England) and full digital rebuilds of the London Stock Exchange Electronic Limit Order Book, SETS.  Sheri has addressed the Prime Minister Strategy Unit on the use of multi-agent models for market and policy design and continues to be involved in propagating these ideas at a number of workshops organized by central banks, practitioners and academics. Starting February 2011, Sheri has been appointed to the Financial Stability Division of the Reserve Bank of India as consultant and adivsor on the use of financial network analysis and to help develop an ICT based framework for financial and systemic risk modelling.

Her other modeling and research interests include the study of e-money and cashlessness, regime switching in macro-finance and financial modeling under extreme non-Gaussian events which includes the first closed solution of option pricing which can included extreme events using Generalized Extreme Value Distribution. This has also resulted in the notion of an extreme economic value at risk (E-EVaR) for risk management.  Her longstanding research interest and contributions to the Gödelian formal mathematics of incompleteness and non-computability has enabled her to develop a theory of markets as complex adaptive systems and Nash equilibria in which strategic innovation and surprises occur (see, recent Special Issues in the Economic Journal, 2005, and the Journal of Economic Dynamics and Control, Spring 2007).