The actress appeared in both previous Thor movies, but indications had been that maybe she wouldn’t appear in Thor: Ragnarok.
However, all of that came after Alexander herself had implied that not only would Lady Sif be in Thor 3, but she also said the character would have a larger role than the previous films.
At this point, the script has almost certainly gone through many changes but it would appear that Alexander will appear in a role of some size.
While Jamie Alexander has a solid gig these days on TV’s Blindspot, she came to the attention of many thanks to her role as Lady Sif, one of Thor’s warrior compatriots on Asgard.