The Natasha boss encounter can be found at the very end of the Theatre and is non-missable. Just ensure your achievement does pop before moving outside - I had to kill her 4 times before it popped.
Resistant's:Gunfire
Telekinesis
Electricity
Vulnerabilities:Explosives
Natasha has a few moves up her sleeve such as an extending hand that slams on the floor and a lunge attack - both easily avoided by dodging (

) left/right. She also fires rockets from her back that predict where you'll move to, as she launches them just move in the opposite direction and they'll miss. Finally she has a 360 whirlwind attack that can only be avoided by going to the far left or right of her.
Just be aware of the moving stage props around the outside of the arena. If you walk into these you'll be knocked down and take some damage. Do your best to stay in the middle of the arena.
In hindsight looking at the resistances I should of really been using Melee on her but in the end opted for the AK and Electro Pistol which chipped away at her slowly on easy difficulty.