Valkyrie is part of the Asgardian affiliation, and has clear and obvious synergies with the Avengers. But I think she can really shine in Wakanda.
Playing to her strengths
Valkyrie has some amazing powers, but what really stands out is her Dragon Fang.
If you can get that wild, you’ll get a free attack which will give you a Strike that nets the power to use Dragon Fang again. But when you miss that wild? She feels a little… mopey. But the Wakandan leadership fixes that up a bit, skewing the odds a little. Add in that you are very likely to be playing Shuri as part of your Wakandan team, and she can potentially access even more rerolls.
When she is striking, you can spend one power for a 50% chance to get that power back and deal an extra damage. That feels like a good bet, and you don’t have to do it if you need that power for something else.
She has a two cost throw and gains two power a turn from Asgardian – a natural synergy. That plays nicely with Shuri and Black Panther on fast scenarios to clear objectives to get a quick lead.
Shoring up her weaknesses
The glaring issue with Valkyrie is her lack of defensive tech. Her defensive stats look average, but most characters with average stats have something to help out on defense. Not Valkyrie.
But again, the leadership bonus gives her a measure of defense when she really needs it, as does the proximity of Shuri.
But the thing that really helps her is Vibranium Shielding. This Wakandan affiliated team tactics card gives her access to invulnerability:
It’s only for one round and ideally you’d have priority to put it up before anyone gets the opportunity to attack her, but this can really swing how survivable she is: vs 6 dice for example, she goes from 37% to 59% chance of taking 0-1 damage. That’s before adding rerolls from affilation (67%) or let’s say 2 from Shuri (70%).
As well as protecting her by reducing damage, all of the pushes from Shuri and Black Panther can protect her from attacks in the first place. She’s likely to finish up within Range 2 of a character who might strike her back early in the next round, but pushing them away can limit them to a single attack (depending on the character, obviously).
Finally, it’s quite likely that Okoye is around as a cheap Bodyguard to take the hits aimed at Valkyrie. Together they make a very effective 5 point flanking force that dish out really quite a lot of pain.