The following roles are missing from the database: 'PSDataAccess', 'PSReportingSchemaAdmin'

Category        : Security
Error           : True
UpgradeBlocking : False
Message         : The following roles are missing from the database:
                  'PSDataAccess', 'PSReportingSchemaAdmin'
Remedy          :
Locations       :

I got this error when running 'Test-SPProjectDatabase' after the step where you mount it (after consolidating the Project Server databases into one).

Going into SQL server, I do not see those two roles anywhere.

I would like to remedy this error before upgrading the consolidated database to 2013.