I am not sure when the school teaches Roman numerals.  Obviously it wasn't third grade because my DS10 has not learned anything about it (He's going on fifth).
 It's great that your kiddo picked up knowledge of 
Roman Numerals as if by osmosis. 

Common Core standards do not include 
Roman Numerals. A quick perusal of the 
Common Core Math Standards, a search of the 
93-page downloadable CCSS Math Standards PDF file, and a use of the 
Common Core search tool for "Roman" in Math Standards do not find  this topic. 
If schools do not go beyond Common Core to teach this concept, then parents hoping for their children to become familiar with 
Roman Numerals may want to expose their children to the concepts and/or simply point out 
Roman Numerals when they see them IRL.  This old 
blog post from 2013 mentions several contexts for the 
use of Roman numerals... including the Super Bowl, Olympic games, names of persons (such as Queen Elizabeth II).  I can think of a few more: some styles  of analog watches, clock faces (especially grandfather clocks), page numbering in book prefaces, formal 
outline formats.
A few resources:
1. 
Life of Fred covers 
Roman Numerals in 5th grade, along with Fractions.  
2. I like this 
RapidTables Roman numerals[/color] chart as it contains all I need to know, in a concise format. 
3. Another resource for learning [color:#660000]Roman Numerals is a video (length 5:49) currently found through 
HippoCampus.  Current navigation to the topic is as follows: Select MATH... Arithmetic... WHY-U Collection: Pre-Algebra Foundational Concepts... 
Roman Numerals: Sign-Value versus Positional Notation.
Wikipedia has a page on 
Roman Numerals here, which unfortunately seems to dismiss 
Roman Numerals as being somewhat obsolete... which may be reflective of 
Roman Numerals not being included in Common Core.