It's not specified for certain in the actual movie but it's likely [EDIT: Now confirmed, see Oliver C's answer] that she's member (perhaps head of) the Dora Milaje
The Dora Milaje (pronounced "dora-meh-LAH-shay") are the personal bodyguards of the Black Panther, recruited from every tribe of Wakanda. In addition with their protective function, they are also a pool of superior Wakandan women. An ancient tribal tradition, the Dora Milaje were assembled as potential queens for an unmarried king, maintaining the peace in Wakanda by ensuring that every tribe has the opportunity to put forward one of their daughters for the crown. Dora Milaje traditionally speak only in the Hausa dialect, and only to the king or each other.
Now, there are a few possibilities for who this could be — Shuri, T’Challa’s sister (who has her own tenure as Black Panther in the comics) is one — but this woman certainly looks like she’d fit into the Dora Milaje. They’re recognizable for their often shaved heads and gold earrings. Sometimes they wear high heels and slinky dresses like the woman in this scene does, and sometimes they wear traditional Wakandan garb. The actress who shares this brief scene with Scarlett Johansson and Chadwick Boseman is Uganda-born actress Florence Kasumba, credited as “Security Chief.”
...here are some things to know about the Dora Milaje a.k.a. the Adored Ones:
The Dora Milaje first appeared in the Black Panther comics in 1998, about three decades after Black Panther’s first comic book appearance, in a 1966 issue of Fantastic Four.
They come from all over Wakanda, an all-female guard established to create harmony among rival tribes. Though the (fictional) country Wakanda, located in equatorial Africa, has a tribal government, it is one of the most technologically advanced nations in the world, in part because of its use of its valuable natural resource, Vibranium.
The Dora Milaje use a combination of various martial arts, plus fighting styles native to Wakanda, making them formidable foes to even well-trained soldiers and ninja.