Who is this 'Mysterious Woman' character in Loki?

Loki starring Tom Hiddleston, Owen Wilson, and others is streaming on Disney+ Hotstar. The third episode will release on this Wednesday, June 23. By far what we know is that this 'mysterious woman' is the variant that the Time Variant Authority is searching for.

In the last episode, at the climax scene, Loki meets this 'mysterious woman' or better described as Lady Loki who has the same sort of powers as Loki himself. This is the variant, who is playing with the timeline and disrupting the whole process. At the end of that episode, Loki follows that variant into a different timeline.

Lady Loki says, "This isn't about you." Now, we don't know much but I cannot wait to discover what she has up on her sleeves.