I've been seeing a lot of people online referring to JLD's character as Madame Hydra. That's not strictly accurate.
In the comics, Valentina Allega de Fontaine is mostly portrayed as a spy and on again/off again hookup of Nick Fury since the 1960's. Basically she was kind of Fury's more competent and actually capable Bond girl analog.
Back in 2009 in Secret Warriors, she was shown to have taken up the mantle of Madame Hydra, but she was also revealed to be a Russian sleeper agent and there was a bunch of other stuff going on in that storyline. When most people refer to Madame Hydra (many have used the name), they're most likely referring to Ophelia Sarkissian, who is also more commonly known as Viper.
Could she end up being Madame Hydra? I guess. The MCU changes stuff for adaptational reasons all the time. But I'm guessing what they're setting up here is her as an (even more) amoral counterpart to MCU Nick Fury who is working to put together her own team, who will turn out to be the Thunderbolts. And if I had to guess, the first two members we'll be looking at are John Walker as US Agent and Zemo.